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Generalized structured additive regression based on Bayesian P-splines

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  • Brezger, Andreas
  • Lang, Stefan

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  • Brezger, Andreas & Lang, Stefan, 2006. "Generalized structured additive regression based on Bayesian P-splines," Computational Statistics & Data Analysis, Elsevier, vol. 50(4), pages 967-991, February.
    • Handle: RePEc:eee:csdana:v:50:y:2006:i:4:p:967-991
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    References listed on IDEAS

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    1. Stefan Lang & Eva-Maria Pronk & Ludwig Fahrmeir, 2002. "Function estimation with locally adaptive dynamic models," Computational Statistics, Springer, vol. 17(4), pages 479-499, December.
    2. Simon N. Wood, 2003. "Thin plate regression splines," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 95-114, February.
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    4. Marx, Brian D. & Eilers, Paul H. C., 1998. "Direct generalized additive modeling with penalized likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 28(2), pages 193-209, August.
    5. Abe, Makoto, 1999. "A Generalized Additive Model for Discrete-Choice Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(3), pages 271-284, July.
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    8. Smith, Michael & Kohn, Robert, 1996. "Nonparametric regression using Bayesian variable selection," Journal of Econometrics, Elsevier, vol. 75(2), pages 317-343, December.
    9. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
    10. Håvard Rue, 2001. "Fast sampling of Gaussian Markov random fields," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 325-338.
    11. X. Lin & D. Zhang, 1999. "Inference in generalized additive mixed modelsby using smoothing splines," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(2), pages 381-400, April.
    12. Peter Lenk & Wayne DeSarbo, 2000. "Bayesian inference for finite mixtures of generalized linear models with random effects," Psychometrika, Springer;The Psychometric Society, vol. 65(1), pages 93-119, March.
    13. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521785167, September.
    14. Ludwig Fahrmeir & Stefan Lang, 2001. "Bayesian inference for generalized additive mixed models based on Markov random field priors," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 50(2), pages 201-220.
    15. Leonhard Knorr‐Held & Håvard Rue, 2002. "On Block Updating in Markov Random Field Models for Disease Mapping," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(4), pages 597-614, December.
    16. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521780506, September.
    17. E. E. Kammann & M. P. Wand, 2003. "Geoadditive models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 52(1), pages 1-18, January.
    18. M. P. Wand, 2003. "Smoothing and mixed models," Computational Statistics, Springer, vol. 18(2), pages 223-249, July.
    19. Leonhard Knorr‐Held, 1999. "Conditional Prior Proposals in Dynamic Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(1), pages 129-144, March.
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