Publikationsansicht

Structured additive regression for multicategorical space-time data: A mixed model approach (2004)

Abstract
In many practical situations, simple regression models suffer from the fact that the dependence of responses on covariates can not be sufficiently described by a purely parametric predictor. For example effects of continuous covariates may be nonlinear or complex interactions between covariates may be present. A specific problem of space-time data is that observations are in general spatially and/or temporally correlated. Moreover, unobserved heterogeneity between individuals or units may be present. While, in recent years, there has been a lot of work in this area dealing with univariate response models, only limited attention has been given to models for multicategorical space-time data. We propose a general class of structured additive regression models (STAR) for multicategorical responses, allowing for a flexible semiparametric predictor. This class includes models for multinomial responses with unordered categories as well as models for ordinal responses. Non-linear effects of continuous covariates, time trends and interactions between continuous covariates are modelled through Bayesian versions of penalized splines and flexible seasonal

Details der Publikation
Download http://citeseerx.ist.psu.edu/viewdoc/summary?doi=?doi=10.1.1.120.9049
Quelle http://epub.ub.uni-muenchen.de/1748/1/paper_377.pdf
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Sprache Englisch
Verknüpfungen 10.1.1.35.9678, 10.1.1.42.6990, 10.1.1.23.8918, 10.1.1.23.5270, 10.1.1.68.727, 10.1.1.70.8495