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Mathematics > Statistics Theory

Title: Poisson Regression in one Covariate on Massive Data

Abstract: The goal of subsampling is to select an informative subset of all observations, when using the full data for statistical analysis is not viable. We construct locally $ D $-optimal subsampling designs under a Poisson regression model with a log link in one covariate. A Representation of the support of locally $ D $-optimal subsampling designs is established. We make statements on scale-location transformations of the covariate that require a simultaneous transformation of the regression parameter. The performance of the methods is demonstrated by illustrating examples. To show the advantage of the optimal subsampling designs, we examine the efficiency of uniform random subsampling as well as of two heuristic designs. Further, the efficiency of locally $ D $-optimal subsampling designs is studied when the parameter is misspecified.
Comments: 16 pages, 11 figures
Subjects: Statistics Theory (math.ST)
MSC classes: Primary: 62K05. Secondary: 62R07, 62J12, 62D99
Cite as: arXiv:2403.18432 [math.ST]
  (or arXiv:2403.18432v1 [math.ST] for this version)

Submission history

From: Torsten Reuter [view email]
[v1] Wed, 27 Mar 2024 10:39:45 GMT (713kb,D)

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