Search Results - subject:"structured additive predictor"

Modeling multiplicative interaction effects in Gaussian structured additive regression models

Aschersleben, Philipp; Granna, Julian; Kneib, Thomas; … - 2024

possibly structured additive predictor. Inference is fully Bayesian and based on highly efficient Markov Chain Monte Carlo …

Persistent link: https://www.econbiz.de/10014494996

A parsimonious hedonic distributional regression model for large data with heterogeneous covariate effects

Granna, Julian; Lang, Stefan; Umlauf, Nikolaus - 2024

Modeling real estate prices in the context of hedonic models often involves fitting a Generalized Additive Model, where only the mean of a (lognormal) distribution is regressed on a set of variables without taking other parameters of the distribution into account. Thus far, the application of...

Persistent link: https://www.econbiz.de/10014494999

Modeling multiplicative interaction effects in Gaussian structured additive regression models

Aschersleben, Philipp; Granna, Julian; Kneib, Thomas; … - 2024

covariate z may be scaled by a multiplicative effect of the form exp(˜η), where ˜η is another possibly structured additive … predictor. Inference is fully Bayesian and based on highly efficient Markov Chain Monte Carlo (MCMC) algorithms. We investigate …

Persistent link: https://www.econbiz.de/10014477416

A parsimonious hedonic distributional regression model for large data with heterogeneous covariate effects

Granna, Julian; Lang, Stefan; Umlauf, Nikolaus - 2024

Persistent link: https://www.econbiz.de/10014477437