Bayesian Smoothing and Regression for Longitudinal, Spatial and Event History Data

Ludwig Fahrmeir and Thomas Kneib
Additional contact information
Ludwig Fahrmeir: Department of Statistics, Ludwig Maxmilians University, Munich, Germany
Thomas Kneib: Department of Statistics, Ludwig Maxmilians University, Munich, Germany

in OUP Catalogue from Oxford University Press

Abstract: Several recent advances in smoothing and semiparametric regression are presented in this book from a unifying, Bayesian perspective. Simulation-based full Bayesian Markov chain Monte Carlo (MCMC) inference, as well as empirical Bayes procedures closely related to penalized likelihood estimation and mixed models, are considered here. Throughout, the focus is on semiparametric regression and smoothing based on basis expansions of unknown functions and effects in combination with smoothness priors for the basis coefficients. Beginning with a review of basic methods for smoothing and mixed models, longitudinal data, spatial data and event history data are treated in separate chapters. Worked examples from various fields such as forestry, development economics, medicine and marketing are used to illustrate the statistical methods covered in this book. Most of these examples have been analysed using implementations in the Bayesian software, BayesX, and some with R Codes. These, as well as some of the data sets, are made publicly available on the website accompanying this book.

Date: 2011
ISBN: 9780199533022
References: Add references at CitEc
Citations: View citations in EconPapers (33)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:oxp:obooks:9780199533022

Ordering information: This item can be ordered from
http://ukcatalogue.o ... uct/9780199533022.do

Access Statistics for this book

More books in OUP Catalogue from Oxford University Press
Bibliographic data for series maintained by Economics Book Marketing ().