Bayesian estimation and inference for generalised partial linear models using shape-restricted splines
Author
Abstract
Suggested Citation
DOI: 10.1080/10485252.2011.597852
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- F. Perron & K. Mengersen, 2001. "Bayesian Nonparametric Modeling Using Mixtures of Triangular Distributions," Biometrics, The International Biometric Society, vol. 57(2), pages 518-528, June.
- D. G. T. Denison & B. K. Mallick & A. F. M. Smith, 1998. "Automatic Bayesian curve fitting," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(2), pages 333-350.
- Sylvia. Richardson & Peter J. Green, 1997. "On Bayesian Analysis of Mixtures with an Unknown Number of Components (with discussion)," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(4), pages 731-792.
- Thomas S. Shively & Thomas W. Sager & Stephen G. Walker, 2009. "A Bayesian approach to non‐parametric monotone function estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(1), pages 159-175, January.
- Johnson, Matthew S., 2007. "Modeling dichotomous item responses with free-knot splines," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4178-4192, May.
- Lindstrom, Mary J., 2002. "Bayesian estimation of free-knot splines using reversible jumps," Computational Statistics & Data Analysis, Elsevier, vol. 41(2), pages 255-269, December.
- Brian Neelon & David B. Dunson, 2004. "Bayesian Isotonic Regression and Trend Analysis," Biometrics, The International Biometric Society, vol. 60(2), pages 398-406, June.
- E. Mammen & C. Thomas‐Agnan, 1999.
"Smoothing Splines and Shape Restrictions,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(2), pages 239-252, June.
- Mammen, Enno & Thomas-Agnan, C., 1996. "Smoothing Splines And Shape Restrictions," SFB 373 Discussion Papers 1996,87, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Holmes C.C. & Mallick B.K., 2003. "Generalized Nonlinear Modeling With Multivariate Free-Knot Regression Splines," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 352-368, January.
- Valen E. Johnson, 2005. "Bayes factors based on test statistics," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 689-701, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Christophe Abraham & Khader Khadraoui, 2015. "Bayesian regression with B-splines under combinations of shape constraints and smoothness properties," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(2), pages 150-170, May.
- Ander Wilson & Jessica Tryner & Christian L'Orange & John Volckens, 2020. "Bayesian nonparametric monotone regression," Environmetrics, John Wiley & Sons, Ltd., vol. 31(8), December.
- Taeryon Choi & Hea-Jung Kim & Seongil Jo, 2016. "Bayesian variable selection approach to a Bernstein polynomial regression model with stochastic constraints," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(15), pages 2751-2771, November.
- Yining Chen & Richard J. Samworth, 2016. "Generalized additive and index models with shape constraints," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(4), pages 729-754, September.
- Grazian, Clara & Dalla Valle, Luciana & Liseo, Brunero, 2022. "Approximate Bayesian conditional copulas," Computational Statistics & Data Analysis, Elsevier, vol. 169(C).
- Minggen Lu, 2015. "Spline estimation of generalised monotonic regression," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(1), pages 19-39, March.
- Preciado Arreola, José Luis & Johnson, Andrew L. & Chen, Xun C. & Morita, Hiroshi, 2020. "Estimating stochastic production frontiers: A one-stage multivariate semiparametric Bayesian concave regression method," European Journal of Operational Research, Elsevier, vol. 287(2), pages 699-711.
- Ng, Kenyon & Turlach, Berwin A. & Murray, Kevin, 2019. "A flexible sequential Monte Carlo algorithm for parametric constrained regression," Computational Statistics & Data Analysis, Elsevier, vol. 138(C), pages 13-26.
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.- Christophe Abraham & Khader Khadraoui, 2015. "Bayesian regression with B-splines under combinations of shape constraints and smoothness properties," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(2), pages 150-170, May.
- Hazelton, Martin L. & Turlach, Berwin A., 2011. "Semiparametric regression with shape-constrained penalized splines," Computational Statistics & Data Analysis, Elsevier, vol. 55(10), pages 2871-2879, October.
- Wai-Yin Poon & Hai-Bin Wang, 2014. "Multivariate partially linear single-index models: Bayesian analysis," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(4), pages 755-768, December.
- Pena, Daniel & Redondas, Dolores, 2006.
"Bayesian curve estimation by model averaging,"
Computational Statistics & Data Analysis, Elsevier, vol. 50(3), pages 688-709, February.
- Redondas, María Dolores, 2003. "Bayesian curve estimation by model averaging," DES - Working Papers. Statistics and Econometrics. WS ws034410, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Villani, Mattias & Kohn, Robert & Giordani, Paolo, 2009. "Regression density estimation using smooth adaptive Gaussian mixtures," Journal of Econometrics, Elsevier, vol. 153(2), pages 155-173, December.
- Shively, Thomas S. & Kockelman, Kara & Damien, Paul, 2010. "A Bayesian semi-parametric model to estimate relationships between crash counts and roadway characteristics," Transportation Research Part B: Methodological, Elsevier, vol. 44(5), pages 699-715, June.
- Feng Li & Mattias Villani, 2013. "Efficient Bayesian Multivariate Surface Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 706-723, December.
- McVinish, R. & Mengersen, K., 2008. "Semiparametric Bayesian circular statistics," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4722-4730, June.
- Alexander Henzi & Johanna F. Ziegel & Tilmann Gneiting, 2021. "Isotonic distributional regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(5), pages 963-993, November.
- Shively, Thomas S. & Walker, Stephen G. & Damien, Paul, 2011. "Nonparametric function estimation subject to monotonicity, convexity and other shape constraints," Journal of Econometrics, Elsevier, vol. 161(2), pages 166-181, April.
- Villani, Mattias & Kohn, Robert & Giordani, Paolo, 2007. "Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures," Working Paper Series 211, Sveriges Riksbank (Central Bank of Sweden).
- Wu, Ximing & Sickles, Robin, 2018.
"Semiparametric estimation under shape constraints,"
Econometrics and Statistics, Elsevier, vol. 6(C), pages 74-89.
- Wu, Ximing & Sickles, Robin, 2014. "Semiparametric Estimation under Shape Constraints," Working Papers 15-021, Rice University, Department of Economics.
- Ander Wilson & David M. Reif & Brian J. Reich, 2014. "Hierarchical dose–response modeling for high-throughput toxicity screening of environmental chemicals," Biometrics, The International Biometric Society, vol. 70(1), pages 237-246, March.
- Björn Bornkamp & Katja Ickstadt, 2009. "Bayesian Nonparametric Estimation of Continuous Monotone Functions with Applications to Dose–Response Analysis," Biometrics, The International Biometric Society, vol. 65(1), pages 198-205, March.
- Xingdong Feng & Nell Sedransk & Jessie Q. Xia, 2014. "Calibration using constrained smoothing with applications to mass spectrometry data," Biometrics, The International Biometric Society, vol. 70(2), pages 398-408, June.
- Yang Liu & Xiaojing Wang, 2020. "Bayesian Nonparametric Monotone Regression of Dynamic Latent Traits in Item Response Theory Models," Journal of Educational and Behavioral Statistics, , vol. 45(3), pages 274-296, June.
- Jin Gyo Kim & Ulrich Menzefricke & Fred M. Feinberg, 2007. "Capturing Flexible Heterogeneous Utility Curves: A Bayesian Spline Approach," Management Science, INFORMS, vol. 53(2), pages 340-354, February.
- Natraj Raman & Jochen L. Leidner, 2018. "Municipal Bond Pricing: A Data Driven Method," IJFS, MDPI, vol. 6(3), pages 1-19, September.
- Nilabja Guha & Anindya Roy & Leonid Kopylev & John Fox & Maria Spassova & Paul White, 2013. "Nonparametric Bayesian Methods for Benchmark Dose Estimation," Risk Analysis, John Wiley & Sons, vol. 33(9), pages 1608-1619, September.
- Edward P. Campbell, 2004. "Bayesian selection of threshold autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(4), pages 467-482, July.
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:taf:gnstxx:v:23:y:2011:i:4:p:867-884. 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/GNST20 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.