A new algorithm for fitting semi-parametric variance regression models

DOI10.1007/S00180-021-01067-6MaRDI QIDQ2135905zbMATH OpenOpenAlexFDO

Authors Kristy P. Robledo, Ian C. Marschner

Publication date 10 May 2022

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-021-01067-6

zbMATH Keywords

B-splinesEM algorithmsemiparametric regressionvariance regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10)

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Cites work

• A note on nonregular likelihood functions in heteroscedastic regression models
• A plug-in the number of knots selector for polynomial spline regression
• A quasi-Newton acceleration for high-dimensional optimization algorithms
• Combinatorial EM algorithms
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 472953 (Why is no real title available?)
• Relative risk regression for binary outcomes: methods and recommendations
• Semiparametric Regression
• Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• Statistical Analysis of Financial Data in S-Plus
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• The EM Algorithm and Extensions, 2E

Cited in

(2)

• VarReg
• Parameter expansion for fitting regression models with non-negativity constraints

Describes a project that uses

Uses Software

• SemiPar
• MASS (R)
• GLIM
• R
• logbin

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