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Multiple linear regression with compositional response and covariates

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  • Jiajia Chen
  • Xiaoqin Zhang
  • Shengjia Li

Abstract

The standard regression model designed for real space is not suitable for compositional variables; it should be considered, whether the response and/or covariates are of compositional nature. There are usually three types of multiple regression model with compositional variables: Type 1 refers to the case where all the covariates are compositional data and the response is real; Type 2 is the opposite of Type 1; Type 3 relates to the model with compositional response and covariates. There have been some models for the three types. In this paper, we focus on Type 3 and propose multiple linear regression models including model in the simplex and model in isometric log-ratio (ilr) coordinates. The model in the simplex is based on matrix product, which can project a $ D_{1} $ D1-part composition to another $ D_{2} $ D2-part composition, and can deal with different number of parts of compositional variables. Some theorems are given to point out the relationship of parameters between the proposed models. Moreover, the inference for parameters in proposed models is also given. Real example is studied to verify the validity and usefulness of proposed models.

Suggested Citation

  • Jiajia Chen & Xiaoqin Zhang & Shengjia Li, 2017. "Multiple linear regression with compositional response and covariates," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(12), pages 2270-2285, September.
  • Handle: RePEc:taf:japsta:v:44:y:2017:i:12:p:2270-2285
    DOI: 10.1080/02664763.2016.1157145
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    References listed on IDEAS

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    Cited by:

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    7. Juan José Egozcue & Vera Pawlowsky-Glahn, 2019. "Compositional data: the sample space and its structure," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 599-638, September.
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    10. Thomas-Agnan, Christine & Morais, Joanna, 2019. "Covariates impacts in compositional models and simplicial derivatives," TSE Working Papers 19-1057, Toulouse School of Economics (TSE).
    11. Thomas-Agnan, Christine & Laurent, Thibault & Ruiz-Gazen, Anne & Nguyen, T.H.A & Chakir, Raja & Lungarska, Anna, 2020. "Spatial simultaneous autoregressive models for compositional data: Application to land use," TSE Working Papers 20-1098, Toulouse School of Economics (TSE).
    12. Joanna Morais & Christine Thomas-Agnan, 2021. "Impact of covariates in compositional models and simplicial derivatives," Post-Print hal-03180682, HAL.
    13. Dargel, Lukas & Thomas-Agnan, Christine, 2023. "The link between multiplicative competitive interaction models and compositional data regression with a total," TSE Working Papers 23-1455, Toulouse School of Economics (TSE).
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