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:: Volume 12, Issue 1 (9-2018) ::
JSS 2018, 12(1): 73-96 Back to browse issues page
Marginal Longitudinal Varying Coefficient Regression Via Penalized Spline
Hosein Bahrami cheshme ali , Arash Ardalan *
Abstract:   (6365 Views)

The nonparametric and semiparametric regression models have been improved extensively in the field of cross-sectional study and independent data, but their improvement in the field of longitudinal data is restricted to the recent years or decade. Since the common methods for correlated data have a much lower ability rather than for the independent data, we should use the models which consider the correlation among the data. The mixed and marginal models consider the correlation factor among the data, and so obtain a better fit for that. Furthermore, the semiparametric regression has more flexibility compared to the parametric and nonparametric regression. Consequently, based on the properties of the longitudinal data, the marginal longitudinal semiparametric regression with the penalized spline estimations, is a suitable choice for the analysis of the longitudinal data. In this article, the semiparametric regression with different coefficients which specifies the relationship between a response variable and an explanatory variable based on another explanatory variable is assessed. In addition, Bayesian inference on the nonparametric model for a simulated data and the marginal longitudinal semiparametric model for a real data have been done by standard software; and the results have good performance.

Keywords: Hierarchical Bayesian Model, Gibbs Sampling, Graphical Model, Mixed Model, Varying Coefficient Regression
Full-Text [PDF 531 kb]   (2274 Downloads)    
Type of Study: Research | Subject: Applied Statistics
Received: 2015/02/3 | Accepted: 2016/06/23 | Published: 2018/04/15
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Bahrami cheshme ali H, Ardalan A. Marginal Longitudinal Varying Coefficient Regression Via Penalized Spline. JSS 2018; 12 (1) :73-96
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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 12, Issue 1 (9-2018) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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