کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1149565 | 957887 | 2009 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A simple approach for varying-coefficient model selection
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
In varying-coefficient models, an important question is to determine whether some of the varying coefficients are actually invariant coefficients. This article proposes a penalized likelihood method in the framework of the smoothing spline ANOVA models, with a penalty designed toward the goal of automatically distinguishing varying coefficients and those which are not varying. Unlike the stepwise procedure, the method simultaneously quantifies and estimates the coefficients. An efficient algorithm is given and ways of choosing the smoothing parameters are discussed. Simulation results and an analysis on the Boston housing data illustrate the usefulness of the method. The proposed approach is further extended to longitudinal data analysis.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 7, 1 July 2009, Pages 2138–2146
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 7, 1 July 2009, Pages 2138–2146
نویسندگان
Chenlei Leng,