VARYING-COEFFICIENT MODELS

被引：99

作者：

HASTIE, T

TIBSHIRANI, R

机构：

[1] UNIV TORONTO,DEPT PREVENT MED & BIOSTAT,MCMURRICH BLDG,TORONTO M5S 1A8,ONTARIO,CANADA

[2] AT&T BELL LABS,MURRAY HILL,NJ 07974

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL | 1993年 / 55卷 / 04期

关键词：

DYNAMIC GENERALIZED LINEAR MODELS; GENERALIZED ADDITIVE MODELS; GENERALIZED LINEAR MODELS; REGRESSION; SMOOTHING; SPLINES; SURVIVAL ANALYSIS;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We explore a class of regression and generalized regression models in which the coefficients are allowed to vary as smooth functions of other variables. General algorithms are presented for estimating the models flexibly and some examples are given. This class of models ties together generalized additive models and dynamic generalized linear models into one common framework. When applied to the proportional hazards model for survival data, this approach provides a new way of modelling departures from the proportional hazards assumption.

引用

页码：757 / 796

页数：40

共 38 条

[1]

Aalen O., 1980, LECT NOTES STAT, P1

[2]

AZZALINI A, 1993, J ROY STAT SOC B MET, V55, P549

[3]

BUJA A, 1989, ANN STAT, V17, P453, DOI 10.1214/aos/1176347115

[4]

Cleveland W., 1991, STAT MODELS S, P309

[5]

CLEVELAND WS, 1993, MULTIVARIATE ANAL IT

[6] LONG-TERM PROGNOSTIC VALUE OF SERUM-BETA-2 MICROGLOBULIN IN MYELOMATOSIS [J].

CUZICK, J ;

DESTAVOLA, BL ;

COOPER, EH ;

CHAPMAN, C ;

MACLENNAN, ICM .

BRITISH JOURNAL OF HAEMATOLOGY, 1990, 75 (04) :506-510

[7]

CUZICK J, 1992, SURVIVAL ANAL STATE, P76

[8]

DANIEL C, 1980, FITTING EQUATIONS DA, P142

[9]

Donoho D. L., 1992, IDEAL SPATIAL ADAPTA

[10] TESTING THE GOODNESS OF FIT OF A LINEAR-MODEL VIA NONPARAMETRIC REGRESSION TECHNIQUES [J].

EUBANK, RL ;

SPIEGELMAN, CH .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1990, 85 (410) :387-392

← 1 2 3 4 →