Most regression problems in practice require flexible semiparametric forms of the predictor for modelling the dependence of responses on covariates. Moreover, it is often necessary to add random effects accounting for overdispersion caused by unobserved heterogeneity or for correlation in longitudinal or spatial data. We present a unified approach for Bayesian inference via Markov chain Monte Carlo (MCMC) simulation in generalized additive and semiparametric mixed models. Different types of covariates, such as usual covariates with fixed effects, metrical covariates with nonlinear effects, unstructured random effects, trend and seasonal components in longitudinal data and spatial covariates are all treated within the same general framework by assigning appropriate priors with different forms and degrees of smoothness. The approach is particularly appropriate for discrete and other fundamentally nonGaussian responses, where Gibbs sampling techniques developed for Gaussian m...

We consider local polynomial kernel regression with a single covariate for clustered data using estimating equations. We assume that at most m < # observations are available on each cluster. In the case of random regressors, with no measurement error in the predictor, we show that it is generally the best strategy to ignore entirely the correlation structure within each cluster, and instead to pretend that all observations are independent. In the further special case of longitudinal data on individuals with fixed common observation times, we show that equivalent to the pooled data approach is the strategy of fitting separate nonparametric regressions at each observation time and constructing an optimal weighted average. We also consider what happens when the predictor is measured with error. Using the SIMEX approach to correct for measurement error, we construct an asymptotic theory for both the pooled and weighted average estimators. Surprisingly, for the same amount of smoothing, t...

Abstract. In many statistical applications, nonparametric modeling can provide insight into the features of a dataset that are not obtainable by other means. One successful approach involves the use of (univariate or multivariate) spline spaces. As a class, these methods have inherited much from classical tools for parametric modeling. For example, stepwise variable selection with spline basis terms is a simple scheme for locating knots (breakpoints) in regions where the data exhibit strong, local features. Similarly, candidate knot con gurations (generated by this or some other search technique), are routinely evaluated with traditional selection criteria like AIC or BIC. In short, strategies typically applied in parametric model selection have proved useful in constructing exible, low-dimensional models for nonparametric problems. Until recently, greedy, stepwise procedures were most frequently suggested in the literature. Researchinto Bayesian variable selection, however, has given rise to a number of new spline-based methods that primarily rely on some form of Markov chain Monte Carlo to identify promising knot locations. In this paper, we consider various alternatives to greedy, deterministic schemes, and present aBayesian framework for studying adaptation in the context of an extended linear model (ELM). Our major test cases are Logspline density estimation and (bivariate) Triogram regression models. We selected these because they illustrate a number of computational and methodological issues concerning model adaptation that arise in ELMs.

This article develops methods for fitting spatial models to line transect data. These allow animal density to be related to topographical, environmental, habitat, and other spatial variables, helping wildlife managers to identify the factors that affect abundance. They also enable estimation of abundance for any subarea of interest within the surveyed region, and potentially yield estimates of abundance from sightings surveys for which the survey design could not be randomized, such as surveys conducted from platforms of opportunity. The methods are illustrated through analyses of data from a shipboard sightings survey of minke whales in the Antarctic.

Advances in technology have increased dramatically the amount of data measured in industrial processes. Thousands of measurements are available nowadays in operations where previously only a single measurement, at a given point in time or space, was taken. These measurements allow the reconstruction of the whole profile or "signature" of the operation over time or space. Examples are the tonnage applied in a stamping press during a stroke and the density profile of particleboard. Many of these signatures have complicated forms that are not well modeled with parametric models. In this paper, a relatively new class of models called additive models is used to assess the sources of variation active on these signatures. The model contains a nonparametric or smooth portion to model the form of the signature, and a parametric portion to evaluate other sources of variation. An analysis of variance table is developed to test the magnitude of sources of variation. These techniques are illustrate...

Generalized additive models (GAM) for modeling nonlinear effects of continuous covariates are now well established tools for the applied statistician. A Bayesian version of GAM’s and extensions to generalized structured additive regression (STAR) are developed. One or two dimensional P-splines are used as the main building block. Inference relies on Markov chain Monte Carlo (MCMC) simulation techniques, and is either based on iteratively weighted least squares (IWLS) proposals or on latent utility representations of (multi)categorical regression models. The approach covers the most common univariate response distributions, e.g. the binomial, Poisson or gamma distribution, as well as multicategorical responses. For the first time, Bayesian semiparametric inference for the widely used multinomial logit model is presented. Two applications on the forest health status of trees and a space-time analysis of health insurance data demonstrate the potential of the approach for realistic modeling of complex problems. Software for the methodology is provided within the public domain package BayesX. Key words: geoadditive models, IWLS proposals, multicategorical response, structured additive predictors, surface smoothing

We propose extensions of penalized spline generalized additive models for analyzing space-time regression data and study them from a Bayesian perspective. Non-linear effects of continuous covariates and time trends are modelled through Bayesian versions of penalized splines, while correlated spatial effects follow a Markov random field prior. This allows to treat all functions and effects within a unified general framework by assigning appropriate priors with different forms and degrees of smoothness. Inference can be performed either with full (FB) or empirical Bayes (EB) posterior analysis. FB inference using MCMC techniques is a slight extension of previous work. For EB inference, a computationally efficient solution is developed on the basis of a generalized linear mixed model representation. The second approach can be viewed as posterior mode estimation and is closely related to penalized likelihood estimation in a frequentist setting. Variance components, corresponding to inverse smoothing parameters, are then estimated by marginal likelihood. We carefully compare both inferential procedures in simulation studies and illustrate them through data applications. The methodology is available in the open domain statistical package BayesX and as an S-plus/R function.

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Generalized additive mixed models extend the common parametric predictor of generalized linear models by adding unknown smooth functions of di erent types of covariates as well as random effects. From a Bayesian viewpoint, all effects as well as smoothing parameters are random. Assigning appropriate priors, posterior inference can be based on Markov chain Monte Carlo techniques within a unified framework.

With vegetation data there are often physical reasons for believing that the response of neighbours has a direct influence on the response at a particular location. In terms of modelling such scenarios the family of auto-models or Markov random fields is a useful choice. If the observed responses are counts, the auto-Poisson model can be used. There are different ways to formulate the auto-Poisson model, depending on the biological context. A drawback of this model is that for positive auto-correlation the likelihood of the auto-Poisson model is not available in closed form. We investigate how this restriction can be avoided by right truncating the distribution. We review different parameter estimation techniques which apply to auto-models in general and compare them in a simulation study. Results suggest that the method which is most easily implemented via standard statistics software, maximum pseudolikelihood, gives unbiased point estimates, but its variance estimates are biased. An alternative method, Monte Carlo maximum likelihood, works well but is computer-intensive and not available in standard software. We illustrate the methodology and techniques for model checking with clover leaf counts and seed count data from an agricultural experiment.