Smoothing spline estimation in varying‐coefficient models

R. L. Eubank, Chunfeng Huang, Y. Muñoz Maldonado, Naisyin Wang, Suojin Wang and R. J. Buchanan

Journal of the Royal Statistical Society Series B, 2004, vol. 66, issue 3, 653-667

Abstract: Summary. Smoothing spline estimators are considered for inference in varying‐coefficient models with one effect modifying covariate. Bayesian ‘confidence intervals’ are developed for the coefficient curves and efficient computational methods are derived for computing the curve estimators, fitted values, posterior variances and data‐adaptive methods for selecting the levels of smoothing. The efficacy and utility of the methodology proposed are demonstrated through a small simulation study and the analysis of a real data set.

Date: 2004
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https://doi.org/10.1111/j.1467-9868.2004.B5595.x

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