Semiparametric estimation of mean and variance functions for non-Gaussian data
Abstract Flexible modelling of the response variance in regression is interesting for understanding the causes of variability in the responses, and is crucial for efficient estimation and correct inference for mean parameters. In this paper we describe methods for mean and variance estimation where...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Nott, David [verfasserIn] |
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| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2006 |
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| Schlagwörter: |
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| Anmerkung: |
© Springer-Verlag 2006 |
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| Übergeordnetes Werk: |
Enthalten in: Computational statistics - Berlin : Springer, 1999, 21(2006), 3-4 vom: 04. Nov., Seite 603-620 |
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| Übergeordnetes Werk: |
volume:21 ; year:2006 ; number:3-4 ; day:04 ; month:11 ; pages:603-620 |
| Links: |
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| DOI / URN: |
10.1007/s00180-006-0017-9 |
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| Katalog-ID: |
SPR001510916 |
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| 100 | 1 | |a Nott, David |e verfasserin |4 aut | |
| 245 | 1 | 0 | |a Semiparametric estimation of mean and variance functions for non-Gaussian data |
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| 520 | |a Abstract Flexible modelling of the response variance in regression is interesting for understanding the causes of variability in the responses, and is crucial for efficient estimation and correct inference for mean parameters. In this paper we describe methods for mean and variance estimation where the responses are modelled using the double exponential family of distributions and mean and dispersion parameters are described as an additive function of predictors. The additive terms in the model are represented by penalized splines. A simple and unified computational methodology is presented for carrying out the calculations required for Bayesian inference in this class of models based on an adaptive Metropolis algorithm. Application of the adaptive Metropolis algorithm is fully automatic and does not require any kind of pretuning runs. The methodology presented provides flexible methods for modelling heterogeneous Gaussian data, as well as overdispersed and underdispersed count data. Performance is considered in a variety of examples involving real and simulated data sets. | ||
| 650 | 4 | |a Overdispersion modelling |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Double exponential models |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Generalized linear models |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Variance estimation |7 (dpeaa)DE-He213 | |
| 773 | 0 | 8 | |i Enthalten in |t Computational statistics |d Berlin : Springer, 1999 |g 21(2006), 3-4 vom: 04. Nov., Seite 603-620 |w (DE-627)271599170 |w (DE-600)1480911-4 |x 1613-9658 |7 nnns |
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10.1007/s00180-006-0017-9 doi (DE-627)SPR001510916 (SPR)s00180-006-0017-9-e DE-627 ger DE-627 rakwb eng Nott, David verfasserin aut Semiparametric estimation of mean and variance functions for non-Gaussian data 2006 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer-Verlag 2006 Abstract Flexible modelling of the response variance in regression is interesting for understanding the causes of variability in the responses, and is crucial for efficient estimation and correct inference for mean parameters. In this paper we describe methods for mean and variance estimation where the responses are modelled using the double exponential family of distributions and mean and dispersion parameters are described as an additive function of predictors. The additive terms in the model are represented by penalized splines. A simple and unified computational methodology is presented for carrying out the calculations required for Bayesian inference in this class of models based on an adaptive Metropolis algorithm. Application of the adaptive Metropolis algorithm is fully automatic and does not require any kind of pretuning runs. The methodology presented provides flexible methods for modelling heterogeneous Gaussian data, as well as overdispersed and underdispersed count data. Performance is considered in a variety of examples involving real and simulated data sets. Overdispersion modelling (dpeaa)DE-He213 Double exponential models (dpeaa)DE-He213 Generalized linear models (dpeaa)DE-He213 Variance estimation (dpeaa)DE-He213 Enthalten in Computational statistics Berlin : Springer, 1999 21(2006), 3-4 vom: 04. Nov., Seite 603-620 (DE-627)271599170 (DE-600)1480911-4 1613-9658 nnns volume:21 year:2006 number:3-4 day:04 month:11 pages:603-620 https://dx.doi.org/10.1007/s00180-006-0017-9 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 21 2006 3-4 04 11 603-620 |
| spelling |
10.1007/s00180-006-0017-9 doi (DE-627)SPR001510916 (SPR)s00180-006-0017-9-e DE-627 ger DE-627 rakwb eng Nott, David verfasserin aut Semiparametric estimation of mean and variance functions for non-Gaussian data 2006 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer-Verlag 2006 Abstract Flexible modelling of the response variance in regression is interesting for understanding the causes of variability in the responses, and is crucial for efficient estimation and correct inference for mean parameters. In this paper we describe methods for mean and variance estimation where the responses are modelled using the double exponential family of distributions and mean and dispersion parameters are described as an additive function of predictors. The additive terms in the model are represented by penalized splines. A simple and unified computational methodology is presented for carrying out the calculations required for Bayesian inference in this class of models based on an adaptive Metropolis algorithm. Application of the adaptive Metropolis algorithm is fully automatic and does not require any kind of pretuning runs. The methodology presented provides flexible methods for modelling heterogeneous Gaussian data, as well as overdispersed and underdispersed count data. Performance is considered in a variety of examples involving real and simulated data sets. Overdispersion modelling (dpeaa)DE-He213 Double exponential models (dpeaa)DE-He213 Generalized linear models (dpeaa)DE-He213 Variance estimation (dpeaa)DE-He213 Enthalten in Computational statistics Berlin : Springer, 1999 21(2006), 3-4 vom: 04. Nov., Seite 603-620 (DE-627)271599170 (DE-600)1480911-4 1613-9658 nnns volume:21 year:2006 number:3-4 day:04 month:11 pages:603-620 https://dx.doi.org/10.1007/s00180-006-0017-9 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 21 2006 3-4 04 11 603-620 |
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10.1007/s00180-006-0017-9 doi (DE-627)SPR001510916 (SPR)s00180-006-0017-9-e DE-627 ger DE-627 rakwb eng Nott, David verfasserin aut Semiparametric estimation of mean and variance functions for non-Gaussian data 2006 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer-Verlag 2006 Abstract Flexible modelling of the response variance in regression is interesting for understanding the causes of variability in the responses, and is crucial for efficient estimation and correct inference for mean parameters. In this paper we describe methods for mean and variance estimation where the responses are modelled using the double exponential family of distributions and mean and dispersion parameters are described as an additive function of predictors. The additive terms in the model are represented by penalized splines. A simple and unified computational methodology is presented for carrying out the calculations required for Bayesian inference in this class of models based on an adaptive Metropolis algorithm. Application of the adaptive Metropolis algorithm is fully automatic and does not require any kind of pretuning runs. The methodology presented provides flexible methods for modelling heterogeneous Gaussian data, as well as overdispersed and underdispersed count data. Performance is considered in a variety of examples involving real and simulated data sets. Overdispersion modelling (dpeaa)DE-He213 Double exponential models (dpeaa)DE-He213 Generalized linear models (dpeaa)DE-He213 Variance estimation (dpeaa)DE-He213 Enthalten in Computational statistics Berlin : Springer, 1999 21(2006), 3-4 vom: 04. Nov., Seite 603-620 (DE-627)271599170 (DE-600)1480911-4 1613-9658 nnns volume:21 year:2006 number:3-4 day:04 month:11 pages:603-620 https://dx.doi.org/10.1007/s00180-006-0017-9 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 21 2006 3-4 04 11 603-620 |
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10.1007/s00180-006-0017-9 doi (DE-627)SPR001510916 (SPR)s00180-006-0017-9-e DE-627 ger DE-627 rakwb eng Nott, David verfasserin aut Semiparametric estimation of mean and variance functions for non-Gaussian data 2006 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer-Verlag 2006 Abstract Flexible modelling of the response variance in regression is interesting for understanding the causes of variability in the responses, and is crucial for efficient estimation and correct inference for mean parameters. In this paper we describe methods for mean and variance estimation where the responses are modelled using the double exponential family of distributions and mean and dispersion parameters are described as an additive function of predictors. The additive terms in the model are represented by penalized splines. A simple and unified computational methodology is presented for carrying out the calculations required for Bayesian inference in this class of models based on an adaptive Metropolis algorithm. Application of the adaptive Metropolis algorithm is fully automatic and does not require any kind of pretuning runs. The methodology presented provides flexible methods for modelling heterogeneous Gaussian data, as well as overdispersed and underdispersed count data. Performance is considered in a variety of examples involving real and simulated data sets. Overdispersion modelling (dpeaa)DE-He213 Double exponential models (dpeaa)DE-He213 Generalized linear models (dpeaa)DE-He213 Variance estimation (dpeaa)DE-He213 Enthalten in Computational statistics Berlin : Springer, 1999 21(2006), 3-4 vom: 04. Nov., Seite 603-620 (DE-627)271599170 (DE-600)1480911-4 1613-9658 nnns volume:21 year:2006 number:3-4 day:04 month:11 pages:603-620 https://dx.doi.org/10.1007/s00180-006-0017-9 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 21 2006 3-4 04 11 603-620 |
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Nott, David |
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Nott, David misc Overdispersion modelling misc Double exponential models misc Generalized linear models misc Variance estimation Semiparametric estimation of mean and variance functions for non-Gaussian data |
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Semiparametric estimation of mean and variance functions for non-Gaussian data Overdispersion modelling (dpeaa)DE-He213 Double exponential models (dpeaa)DE-He213 Generalized linear models (dpeaa)DE-He213 Variance estimation (dpeaa)DE-He213 |
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Semiparametric estimation of mean and variance functions for non-Gaussian data |
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10.1007/s00180-006-0017-9 |
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semiparametric estimation of mean and variance functions for non-gaussian data |
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Semiparametric estimation of mean and variance functions for non-Gaussian data |
| abstract |
Abstract Flexible modelling of the response variance in regression is interesting for understanding the causes of variability in the responses, and is crucial for efficient estimation and correct inference for mean parameters. In this paper we describe methods for mean and variance estimation where the responses are modelled using the double exponential family of distributions and mean and dispersion parameters are described as an additive function of predictors. The additive terms in the model are represented by penalized splines. A simple and unified computational methodology is presented for carrying out the calculations required for Bayesian inference in this class of models based on an adaptive Metropolis algorithm. Application of the adaptive Metropolis algorithm is fully automatic and does not require any kind of pretuning runs. The methodology presented provides flexible methods for modelling heterogeneous Gaussian data, as well as overdispersed and underdispersed count data. Performance is considered in a variety of examples involving real and simulated data sets. © Springer-Verlag 2006 |
| abstractGer |
Abstract Flexible modelling of the response variance in regression is interesting for understanding the causes of variability in the responses, and is crucial for efficient estimation and correct inference for mean parameters. In this paper we describe methods for mean and variance estimation where the responses are modelled using the double exponential family of distributions and mean and dispersion parameters are described as an additive function of predictors. The additive terms in the model are represented by penalized splines. A simple and unified computational methodology is presented for carrying out the calculations required for Bayesian inference in this class of models based on an adaptive Metropolis algorithm. Application of the adaptive Metropolis algorithm is fully automatic and does not require any kind of pretuning runs. The methodology presented provides flexible methods for modelling heterogeneous Gaussian data, as well as overdispersed and underdispersed count data. Performance is considered in a variety of examples involving real and simulated data sets. © Springer-Verlag 2006 |
| abstract_unstemmed |
Abstract Flexible modelling of the response variance in regression is interesting for understanding the causes of variability in the responses, and is crucial for efficient estimation and correct inference for mean parameters. In this paper we describe methods for mean and variance estimation where the responses are modelled using the double exponential family of distributions and mean and dispersion parameters are described as an additive function of predictors. The additive terms in the model are represented by penalized splines. A simple and unified computational methodology is presented for carrying out the calculations required for Bayesian inference in this class of models based on an adaptive Metropolis algorithm. Application of the adaptive Metropolis algorithm is fully automatic and does not require any kind of pretuning runs. The methodology presented provides flexible methods for modelling heterogeneous Gaussian data, as well as overdispersed and underdispersed count data. Performance is considered in a variety of examples involving real and simulated data sets. © Springer-Verlag 2006 |
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Semiparametric estimation of mean and variance functions for non-Gaussian data |
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10.1007/s00180-006-0017-9 |
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2024-07-03T23:02:31.962Z |
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