Article

# ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES

Australian & New Zealand Journal of Statistics (Impact Factor: 0.53). 05/2008; 50(2):179 - 198. DOI: 10.1111/j.1467-842X.2008.00507.x

Source: arXiv

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**ABSTRACT:**We develop strategies for mean field variational Bayes approximate inference for Bayesian hierarchical models containing elaborate distributions. We loosely define elaborate distributions to be those having more complicated forms compared with common distributions such as those in the Normal and Gamma families. Examples are Asymmetric Laplace, Skew Normal and Generalized Extreme Value distributions. Such models suffer from the difficulty that the parameter updates do not admit closed form solutions. We circumvent this problem through a combination of (a) specially tailored auxiliary variables, (b) univariate quadrature schemes and (c) finite mixture approximations of troublesome density functions. An accuracy assessment is conducted and the new methodology is illustrated in an application.Bayesian Analysis. 12/2011; 6(4). -
##### Article: To move or not to move to find a new job: spatial duration time model with dynamic covariate effects

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**ABSTRACT:**The aim of this paper is to show the flexibility and capacity of penalized spline smoothing as estimation routine for modelling duration time data. We analyse the unemployment behaviour in Germany between 2000 and 2004 using a massive database from the German Federal Employment Agency. To investigate dynamic covariate effects and differences between competing job markets depending on the distance between former and recent working place, a functional duration time model with competing risks is used. It is build upon a competing hazard function where some of the smooth covariate effects are allowed to vary with unemployment duration. The focus of our analysis is on contrasting the spatial, economic and individual covariate effects of the competing job markets and on analysing their general influence on the unemployed's re-employment probabilities. As a result of our analyses, we reveal differences concerning gender, age and education. We also discover an effect between the newly formed and the old West German states. Moreover, the spatial pattern between the considered job markets differs.Journal of Applied Statistics 05/2012; 39(5):995-1009. · 0.45 Impact Factor -
##### Article: On the relative efficiency of a monotone parameter curve estimator in a functional nonlinear model

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**ABSTRACT:**Functional regression models that relate functional covariates to a scalar response are becoming more common due to the availability of functional data and computational advances. We introduce a functional nonlinear model with a scalar response where the true parameter curve is monotone. Using the Newton-Raphson method within a backfitting procedure, we discuss a penalized least squares criterion for fitting the functional nonlinear model with the smoothing parameter selected using generalized cross validation. Connections between a nonlinear mixed effects model and our functional nonlinear model are discussed, thereby providing an additional model fitting procedure using restricted maximum likelihood for smoothing parameter selection. Simulated relative efficiency gains provided by a monotone parameter curve estimator relative to an unconstrained parameter curve estimator are presented. In addition, we provide an application of our model with data from ozonesonde measurements of stratospheric ozone in which the measurements are biased as a function of altitude.Statistics and Computing 05/2013; 23(3). · 1.98 Impact Factor

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