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P-splines are a popular approach for fitting nonlinear effects of continuous covariates in semiparametric regression models. Recently, a Bayesian version for P-splines has been developed on the basis of Markov chain Monte Carlo simulation techniques for inference. In this work we adopt and...
Persistent link: https://www.econbiz.de/10005432669
We discuss inference for additive models with random scaling factors. The additive effects are of the form (1+g)f(z) where f is a nonlinear function of the continuous covariate z modeled by P(enalized)-splines and 1+g is a random scaling factor. Additionally, monotonicity constraints on the...
Persistent link: https://www.econbiz.de/10005232756