Bayesian varying coefficient model with selection: An application to functional mapping
Author
Abstract
Suggested Citation
DOI: 10.1111/rssc.12447
Download full text from publisher
References listed on IDEAS
- Yang Ni & Francesco C. Stingo & Min Jin Ha & Rehan Akbani & Veerabhadran Baladandayuthapani, 2019. "Bayesian Hierarchical Varying-Sparsity Regression Models with Application to Cancer Proteogenomics," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(525), pages 48-60, January.
- Scheipl, Fabian, 2011. "spikeSlabGAM: Bayesian Variable Selection, Model Choice and Regularization for Generalized Additive Mixed Models in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 43(i14).
- Smith, Michael & Kohn, Robert, 1996.
"Nonparametric regression using Bayesian variable selection,"
Journal of Econometrics, Elsevier, vol. 75(2), pages 317-343, December.
- Smith, M. & Kohn, R., "undated". "Nonparametric Regression using Bayesian Variable Selection," Statistics Working Paper _009, Australian Graduate School of Management.
- Frühwirth-Schnatter, Sylvia & Wagner, Helga, 2010. "Stochastic model specification search for Gaussian and partial non-Gaussian state space models," Journal of Econometrics, Elsevier, vol. 154(1), pages 85-100, January.
- Joyee Ghosh & Andrew E. Ghattas, 2015. "Bayesian Variable Selection Under Collinearity," The American Statistician, Taylor & Francis Journals, vol. 69(3), pages 165-173, August.
- Fahrmeir, Ludwig & Kneib, Thomas, 2011. "Bayesian Smoothing and Regression for Longitudinal, Spatial and Event History Data," OUP Catalogue, Oxford University Press, number 9780199533022.
- Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
- Wang, Lifeng & Li, Hongzhe & Huang, Jianhua Z., 2008. "Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1556-1569.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Fabian Scheipl & Thomas Kneib & Ludwig Fahrmeir, 2013. "Penalized likelihood and Bayesian function selection in regression models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(4), pages 349-385, October.
- Jun Yan & Jian Huang, 2012. "Model Selection for Cox Models with Time-Varying Coefficients," Biometrics, The International Biometric Society, vol. 68(2), pages 419-428, June.
- Sweata Sen & Damitri Kundu & Kiranmoy Das, 2023. "Variable selection for categorical response: a comparative study," Computational Statistics, Springer, vol. 38(2), pages 809-826, June.
- Gaorong Li & Liugen Xue & Heng Lian, 2012. "SCAD-penalised generalised additive models with non-polynomial dimensionality," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(3), pages 681-697.
- Sang Gil Kang & Woo Dong Lee & Yongku Kim, 2022. "Objective Bayesian group variable selection for linear model," Computational Statistics, Springer, vol. 37(3), pages 1287-1310, July.
- Zhao, Weihua & Jiang, Xuejun & Lian, Heng, 2018. "A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction," Computational Statistics & Data Analysis, Elsevier, vol. 127(C), pages 269-280.
- Tang, Yanlin & Song, Xinyuan & Wang, Huixia Judy & Zhu, Zhongyi, 2013. "Variable selection in high-dimensional quantile varying coefficient models," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 115-132.
- Heng Lian & Peng Lai & Hua Liang, 2013. "Partially Linear Structure Selection in Cox Models with Varying Coefficients," Biometrics, The International Biometric Society, vol. 69(2), pages 348-357, June.
- A. Antoniadis & I. Gijbels & S. Lambert-Lacroix, 2014. "Penalized estimation in additive varying coefficient models using grouped regularization," Statistical Papers, Springer, vol. 55(3), pages 727-750, August.
- Jingyuan Liu & Runze Li & Rongling Wu, 2014. "Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 266-274, March.
- Mark F. J. Steel, 2020.
"Model Averaging and Its Use in Economics,"
Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 81568, University Library of Munich, Germany.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
- Artin Armagan & Russell Zaretzki, 2010. "Model selection via adaptive shrinkage with t priors," Computational Statistics, Springer, vol. 25(3), pages 441-461, September.
- Qu, Lianqiang & Song, Xinyuan & Sun, Liuquan, 2018. "Identification of local sparsity and variable selection for varying coefficient additive hazards models," Computational Statistics & Data Analysis, Elsevier, vol. 125(C), pages 119-135.
- Akira Shinkyu, 2023. "Forward Selection for Feature Screening and Structure Identification in Varying Coefficient Models," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 485-511, February.
- Feng, Sanying & He, Wenqi & Li, Feng, 2020. "Model detection and estimation for varying coefficient panel data models with fixed effects," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).
- Lian, Heng & Li, Jianbo & Tang, Xingyu, 2014. "SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 50-64.
- Yen-Shiu Chin & Ting-Li Chen, 2016. "Minimizing variable selection criteria by Markov chain Monte Carlo," Computational Statistics, Springer, vol. 31(4), pages 1263-1286, December.
- Zhang, Shen & Zhao, Peixin & Li, Gaorong & Xu, Wangli, 2019. "Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 37-52.
- Kangning Wang & Lu Lin, 2019. "Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data," Statistical Papers, Springer, vol. 60(5), pages 1649-1676, October.
- Lian, Heng, 2015. "Quantile regression for dynamic partially linear varying coefficient time series models," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 49-66.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssc:v:70:y:2021:i:1:p:24-50. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.