2010
DOI: 10.1111/j.1541-0420.2010.01489.x
|View full text |Cite
|
Sign up to set email alerts
|

Bayesian Nonparametric Regression Analysis of Data with Random Effects Covariates from Longitudinal Measurements

Abstract: Summary. We consider nonparametric regression analysis in a generalized linear model (GLM) framework for data with covariates that are the subject-specific random effects of longitudinal measurements. The usual assumption that the effects of the longitudinal covariate processes are linear in the GLM may be unrealistic and if this happens it can cast doubt on the inference of observed covariates. Allowing the regression functions to be unknown, we propose to apply Bayesian cubic smoothing spline models for the … Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

0
12
0

Year Published

2013
2013
2022
2022

Publication Types

Select...
7
1

Relationship

1
7

Authors

Journals

citations
Cited by 13 publications
(12 citation statements)
references
References 34 publications
0
12
0
Order By: Relevance
“…The central idea of the streamlined approach requires permuting the previous matrix into an approximate block-diagonal form for decomposition, as shown in (15). The matrices U, V i , and W −1 i are usually of general forms with small dimension (Appendix of [21]); each can be easily derived via straightforward matrix manipulation.…”
Section: Factor-by-curve Interactionsmentioning
confidence: 99%
See 1 more Smart Citation
“…The central idea of the streamlined approach requires permuting the previous matrix into an approximate block-diagonal form for decomposition, as shown in (15). The matrices U, V i , and W −1 i are usually of general forms with small dimension (Appendix of [21]); each can be easily derived via straightforward matrix manipulation.…”
Section: Factor-by-curve Interactionsmentioning
confidence: 99%
“…Their proposed covariance matrix for the random basis coefficients was modeled parametrically with independence assumptions. Chen and Wang [14] and Ryu, Li, and Mallick [15] extended this work by allowing a more general covariance matrix structure for the random basis coefficients, although the former was confined to functional data analysis. When the dimension of the spline basis functions and the number of groups become large, many of the aforementioned approaches become too slow, or even computationally infeasible.…”
Section: Introductionmentioning
confidence: 99%
“…Now, to remedy the computational difficulty of sampling β, we use the latent variables such that Wj=xjβ+Vj, j=1,,n, where VjiidNfalse(0,σv2false). The full conditional distribution of Wj*=eσWj, j=1,,n, is given by rightcenterleftWj*|·italiciid[]Wj*2exp(λ1+λ2λ2)Wj*t1j*σ(λ0+λ2)Wj*t2j*σI{jG1}rightcenterleft×[]Wj*2exp(λ0+λ1)Wj*t1j*σ(λ1+λ2λ1)Wj*t2j*σI{jG2}rightcenterleft×[]Wj*exp(λ0+λ1+λ2)Wj*…”
Section: Model Formulation and Bayesian Inferencementioning
confidence: 99%
“…Among them, for instance: (Wong and Kohn, 1996;Li, 2000;Smith et al, 2000;Kandala et al, 2001;Panagiotelis and Smith, 2008;Ryu et al, 2011) were those who use regression spline with Bayesian approach, while (Lang and Brezger, 2004;Jerak and Wagner, 2006;Nott, 2006;Costa, 2008;Marley and Wand, 2010;Shen, 2011) were those who use p-spline with Bayesian approach. Wang (2011) used a smoothing spline in semiparametric regression model whose parametric components are linear patterned with Bayesian approach.…”
Section: That Comparesmentioning
confidence: 99%