Hierarchical Bayesian spectral regression with shape constraints for multi-group data

Peter Lenk, Jangwon Lee, Dongu Han, Jichan Park and Taeryon Choi

Computational Statistics & Data Analysis, 2024, vol. 200, issue C

Abstract: We propose a hierarchical Bayesian (HB) model for multi-group analysis with group–specific, flexible regression functions. The lower–level (within group) and upper–level (between groups) regression functions have hierarchical Gaussian process priors. HB smoothing priors are developed for the spectral coefficients. The HB priors smooth the estimated functions within and between groups. The HB model is particularly useful when data within groups are sparse because it shares information across groups, and provides more accurate estimates than fitting separate nonparametric models to each group. The proposed model also allows shape constraints, such as monotone, U and S–shaped, and multi-modal constraints. When appropriate, shape constraints improve estimation by recognizing violations of the shape constraints as noise. The model is illustrated by two examples: monotone growth curves for children, and happiness as a convex, U-shaped function of age in multiple countries. Various basis functions could also be used, and the paper also implements versions with B-splines and orthogonal polynomials.

Keywords: B-splines; Hierarchical Bayes; Group-specific curves; Orthogonal polynomials; Pooling information; Shape constraints; Sparse data (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:200:y:2024:i:c:s0167947324001208

DOI: 10.1016/j.csda.2024.108036

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