Varying coefficient models as Mixed Models: reparametrization methods and bayesian estimation

Anna Freni Sterrantino ()
Additional contact information
Anna Freni Sterrantino: Università di Bologna

No 5, Quaderni di Dipartimento from Department of Statistics, University of Bologna

Abstract: Non-linear relationships are accommodated in a regression model using smoothing functions. Interaction may occurs between continuous variable, in this case interaction between nonlinear and linear covariate leads to varying coefficent model (VCM), a subclass of generalized additive model. Additive models can be estimated as generalized linear mixed models, after being reparametrized. In this article we show three different type of matrix design for mixed model for VCM, by applying b-spline smoothing functions. An application on real data is provided and model estimates re computed with a Bayesian approach.

Keywords: Varying Coefficient models; Generalized linear mixed models; reparametrization; B-spline Modelli a coefficienti variabili; Modelli linearu generaliazzati ad effetti misti; parametrizzazione; B-splinew (search for similar items in EconPapers)
Pages: 18
Date: 2013
References: Add references at CitEc
Citations:

Downloads: (external link)
http://amsacta.unibo.it/3870 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bot:quadip:wpaper:122

Access Statistics for this paper

More papers in Quaderni di Dipartimento from Department of Statistics, University of Bologna Contact information at EDIRC.
Bibliographic data for series maintained by Michela Mengoli ().