Model selection in generalised structured additive regression models.

MaRDI QIDQ5443533zbMATH OpenFDO

Authors Christiane Belitz

Publication date 21 February 2008

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

Recommendations

• Simultaneous selection of variables and smoothing parameters in structured additive regression models
• Bayesian regularization and model choice in structured additive regression
• Multilevel structured additive regression
• Spike-and-slab priors for function selection in structured additive regression models
• Practical variable selection for generalized additive models

Cited in

(7)

• Simultaneous selection of variables and smoothing parameters in structured additive regression models
• Model selection for generalized linear models with factor-augmented predictors
• Applications of multilevel structured additive regression models to insurance data
• Variable Selection and Model Choice in Geoadditive Regression Models
• Effect Selection and Regularization in Structured Additive Distributional Regression
• Additive model selection
• Multilevel structured additive regression

Describes a project that uses

Uses Software

• gss
• GAMLSS
• BayesX
• SemiPar

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