A trivariate additive regression model with arbitrary link functions and varying correlation matrix

DOI10.1016/J.JSPI.2018.07.002MaRDI QIDQ2317255zbMATH OpenOpenAlexWikidataFDO

Authors Panagiota Filippou, Thomas Kneib, Giampiero Marra, Rosalba Radice

Publication date 9 August 2019

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL http://openaccess.city.ac.uk/id/eprint/20921/1/A%20Trivariate%20Additive%20Regression%20Model%20with%20Arbitrary%20Link%20Functions%20and%20Varying%20Correlation%20Matrix.pdf

zbMATH Keywords

additive predictoradditive probit modelbinary responseCholesky decompositionpenalized regression splinesimultaneous parameter estimationtrivariate distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) General nonlinear regression (62J02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Numerical computation using splines (65D07)

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Cites work

• Bayesian estimation of a discrete response model with double rules of sample selection
• Bivariate copula additive models for location, scale and shape
• Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
• Copula modeling: An introduction for practitioners
• Copula regression spline models for binary outcomes
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Generalized Additive Models for Location, Scale and Shape
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 6734253 (Why is no real title available?)
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Joint model for left-censored longitudinal data, recurrent events and terminal event: predictive abilities of tumor burden for cancer evolution with application to the FFCD 2000--05 trial
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Random Effects Selection in Linear Mixed Models
• Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach

Cited in

(4)

• Kumaraswamy regression model with Aranda-Ordaz link function
• Copula link-based additive models for bivariate time-to-event outcomes with general censoring scheme
• Boosting Distributional Copula Regression
• Estimating the impact of medical care usage on work absenteeism by a trivariate probit model with two binary endogenous explanatory variables

Describes a project that uses

Uses Software

• GAMLSS
• gamair
• R
• GJRM

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