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Can I read A Simple Approach for Varying-coefficient Model Selection on EtoBox?
A Simple Approach for Varying-coefficient Model Selection by Chenlei Leng is a Mathematics article available to read on EtoBox.
What is A Simple Approach for Varying-coefficient Model Selection about?
In varying-coefficient models, an important question is to determine whether some of the varying coefficients are actually invariant coefficients. This article proposes a penalized likelihood method in the framework of the smoothing spline ANOVA models, with a penalty designed toward the goal of automatically distinguishing varying coefficients and those which are not varying. Unlike the stepwise procedure, the method simultaneously quantifies and estimates the coefficients. An efficient algorithm is given and ways of choosing the smoothing parameters are discussed. Simulation results and an analysis on the Boston housing data illustrate the usefulness of the method. The proposed approach is further extended to longitudinal data analysis.
Who reads A Simple Approach for Varying-coefficient Model Selection?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Chenlei Leng
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0378-3758)
- Published
- 2009
- Language
- EN
- Field
- Mathematics (Physical Sciences)