Qini-based uplift regression

DOI10.1214/21-AOAS1465zbMath1478.62199arXiv1911.12474OpenAlexW3202432965MaRDI QIDQ2247471

Alejandro Murua, Vahid Partovi Nia, Mouloud Belbahri, Olivier Gandouet

Publication date: 17 November 2021

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.12474

zbMATH Keywords

marketinglogistic regressionderivative-free optimizationcausal inferenceLassoKendall's correlation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Uses Software

• glmnet
• uplift
• tools4uplift

Cites Work

• Causal inference in statistics: an overview
• Least angle regression. (With discussion)
• Forward stagewise regression and the monotone lasso
• Pathwise coordinate optimization
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Statistics and Causal Inference
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• A Statistical View of Some Chemometrics Regression Tools
• 10.1162/153244303322753616
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• A Simplex Method for Function Minimization
• A NEW MEASURE OF RANK CORRELATION
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