Bayesian semiparametric regression based on mixed model methodology: A tutorial
نویسندگان
چکیده
This tutorial demonstrates the usage of BayesX for analysing Bayesian semiparametric regression models based on mixed model methodology. As an example we consider data on undernutrition of children in Zambia. The tutorial is designed to be self-contained and describes all features of BayesX in detail, that will be needed throughout the tutorial. Therefore it may also serve as a first introduction into the general usage of BayesX.
منابع مشابه
Bayesian semiparametric regression based on MCMC techniques: A tutorial
This tutorial demonstrates the usage of BayesX for analysing Bayesian semiparametric regression models based on MCMC techniques. As an example we consider data on undernutrition of children in Zambia. The tutorial is designed to be self-contained and describes all features of BayesX in detail, that will be needed throughout the tutorial. Therefore it may also serve as a first introduction into ...
متن کاملSemiparametric Regression Models for Claims Reserving and Credibility: the Mixed Model Approach
Verrall (1996) and England & Verrall (2001) considered the use of smoothing methods in the context of claims reserving, by applying two smoothing procedures in a likelihood-based way, namely the locally weighted regression smoother (‘loess’) and the cubic smoothing spline smoother. Using the statistical methodology of semiparametric regression and its connection with mixed models (see e.g. Rupp...
متن کاملSemiparametric regression during 2003-2007.
Semiparametric regression is a fusion between parametric regression and nonparametric regression that integrates low-rank penalized splines, mixed model and hierarchical Bayesian methodology - thus allowing more streamlined handling of longitudinal and spatial correlation. We review progress in the field over the five-year period between 2003 and 2007. We find semiparametric regression to be a ...
متن کاملGeneralized Ridge Regression Estimator in Semiparametric Regression Models
In the context of ridge regression, the estimation of ridge (shrinkage) parameter plays an important role in analyzing data. Many efforts have been put to develop skills and methods of computing shrinkage estimators for different full-parametric ridge regression approaches, using eigenvalues. However, the estimation of shrinkage parameter is neglected for semiparametric regression models. The m...
متن کاملIssues in Claims Reserving and Credibility: a Semiparametric Approach with Mixed Models
Verrall (1996) and England & Verrall (2001) first considered the use of smoothing methods in the context of claims reserving. They applied two smoothing procedures in a likelihood-based way, namely the locally weighted regression smoother (‘loess’) and the cubic smoothing spline smoother. Using the statistical methodology of semiparametric regression and its connection with mixed models (see e....
متن کامل