Showing 1 - 10 of 17
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
Most econometric analyses of patent data rely on regression methods using a parametric form of the predictor for modeling the dependence of the response in focus on given covariates. These methods often lack the capability of identifying non-linear relationships between dependent and independent...
Persistent link: https://www.econbiz.de/10014075696
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Kalyanam and Shively (1998) and van Heerde et al. (2001) have proposed semiparametric models to estimate the influence of price promotions on brand sales, and both obtained superior performance for their models compared to strictly parametric modeling. Following these researchers, we suggest...
Persistent link: https://www.econbiz.de/10002753423
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
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In this paper, we propose a generic Bayesian framework for inference in distributional regression models in which each parameter of a potentially complex response distribution and not only the mean is related to a structured additive predictor. The latter is composed additively of a variety of...
Persistent link: https://www.econbiz.de/10010189552
In this paper, we propose a unified Bayesian approach for multivariate structured additive distributional regression analysis where inference is applicable to a huge class of multivariate response distributions, comprising continuous, discrete and latent models, and where each parameter of these...
Persistent link: https://www.econbiz.de/10010200433
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/10009731158