Freni Sterrantino, Anna
(2013)
Varying coefficient models as Mixed Models : reparametrization methods and bayesian estimation.
Bologna, IT:
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum Università di Bologna,
p. 18.
DOI 10.6092/unibo/amsacta/3870.
In: Quaderni di Dipartimento. Serie Ricerche
(5).
ISSN 1973-9346.
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Abstract
Non-linear relationships are accommodated in a regression model using smoothing functions. Interaction may occurs between continuous variable, in this case interaction between nonlinear and linear covariate leads to varying coefficent model (VCM), a subclass of generalized additive model. Additive models can be estimated as generalized linear mixed models, after being reparametrized. In this article we show three different type of matrix design for mixed model for VCM, by applying b-spline smoothing functions. An application on real data is provided and model estimates re computed with a Bayesian approach.
Abstract