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Distributional structured additive regression provides a flexible framework for modeling each parameter of a potentially complex response distribution in dependence of covariates. Structured additive predictors allow for an additive decomposition of covariate effects with nonlinear effects and...
Persistent link: https://www.econbiz.de/10011549047
This paper discusses random intercept selection within the context of semiparametric regression models with structured additive predictor (STAR). STAR models can deal simultaneously with nonlinear covariate effects and time trends, unit- or cluster-specific heterogeneity, spatial heterogeneity...
Persistent link: https://www.econbiz.de/10010470914
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This paper deals with the effects of entry into motherhood on women's employment dynamics. Our analysis is based on the complete lifetime working- and income histories of a 1% sample of all persons born between 1934 and 1971 and employed in West Germany sometime between 1975 and 1995. We use the...
Persistent link: https://www.econbiz.de/10002529458
In this paper we present a nonparametric Bayesian approach for fitting unsmooth or highly oscillating functions in regression models with binary responses. The approach extends previous work by Lang et al. (2002) for Gaussian responses. Nonlinear functions are modelled by first or second order...
Persistent link: https://www.econbiz.de/10002529490
Generalized additive models (GAM) for modelling nonlinear effects of continuous covariates are now well established tools for the applied statistician. In this paper we develop Bayesian GAM’s and extensions to generalized structured additive regression based on one or two dimensional P-splines...
Persistent link: https://www.econbiz.de/10002531415
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/10002754929
There has been much recent interest in Bayesian inference for generalized additive and related models. The increasing popularity of Bayesian methods for these and other model classes is mainly caused by the introduction of Markov chain Monte Carlo (MCMC) simulation techniques which allow the...
Persistent link: https://www.econbiz.de/10002719415
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