Modular regression -- a Lego system for building structured additive distributional regression models with tensor product interactions

DOI10.1007/s11749-019-00631-zzbMath1428.62158OpenAlexW2913257349MaRDI QIDQ2273140

Thomas Kneib, Nadja Klein, Nikolaus Umlauf, Stefan Lang

Publication date: 18 September 2019

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-019-00631-z

zbMATH Keywords

Markov chain Monte Carlo simulationsspace-time modelspenalised splinesdistributional regressionconstrained samplingfunctional random effectssmoothing spline analysis of variancetensor product interactions

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12)

Related Items

Spatial joint models through Bayesian structured piecewise additive joint modelling for longitudinal and time-to-event data, Modelling regional patterns of inefficiency: a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales, Spatio-temporal expectile regression models, Robust location estimators in regression models with covariates and responses missing at random

Uses Software

• R
• gss
• BayesX
• SemiPar
• mgcv
• spectralGP
• GAMLSS
• BayesXsrc
• gamair
• bamlss
• sdPrior

Cites Work

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