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

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  • Anna Freni Sterrantino

    ()
    (Università di Bologna)

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    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.

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    Bibliographic Info

    Paper provided by Department of Statistics, University of Bologna in its series Quaderni di Dipartimento with number 5.

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    Length: 18
    Date of creation: 2013
    Date of revision:
    Handle: RePEc:bot:quadip:122

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    Related research

    Keywords: Varying Coefficient models; Generalized linear mixed models; reparametrization; B-spline Modelli a coefficienti variabili; Modelli linearu generaliazzati ad effetti misti; parametrizzazione; B-splinew;

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