文章基本信息

标题：Computationally efficient univariate filtering for massive data
其他标题：Computationally efficient univariate filtering for massive data
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作者：Michail Tsagris ; Alenazi Abdulaziz ; Fafalios Stefanos 等
期刊名称：Electronic Journal of Applied Statistical Analysis
电子版ISSN：2070-5948
出版年度：2020
卷号：13
期号：2
页码：390-412
DOI：10.1285/i20705948v13n2p390
出版社：University of Salento
摘要：The vast availability of large scale, massive and big data has increased the computational cost of data analysis. One such case is the computational cost of the univariate filtering which typically involves fitting many univariate regression models and is essential for numerous variable selection algorithms to reduce the number of predictor variables. The paper manifests how to dramatically reduce that computational cost by employing the score test or the simple Pearson correlation (or the -test for binary responses). Extensive Monte Carlo simulation studies will demonstrate their advantages and disadvantages compared to the likelihood ratio test and examples with real data will illustrate the performance of the score test and the log-likelihood ratio test under realistic scenarios. Depending on the regression model used, the score test is times faster than the log-likelihood ratio test and produces nearly the same results. Hence this paper strongly recommends to substitute the log-likelihood ratio test with the score test when coping with large scale data, massive data, big data, or even with data whose sample size is in the order of a few tens of thousands or higher.
关键词：Univariate filtering;univariate regression models;computational efficiency