Semiparametric Latent Variable Models With Bayesian P-Splines

被引:42
|
作者
Song, Xin-Yuan [1 ]
Lu, Zhao-Hua [1 ]
机构
[1] Chinese Univ Hong Kong, Dept Stat, Shatin, Hong Kong, Peoples R China
关键词
MCMC algorithm; Natural cubic spline; Semiparametric models;
D O I
10.1198/jcgs.2010.09094
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
This article aims to develop a semiparametric latent variable model, in which outcome latent variables are related to explanatory latent variables and covariates through an additive structural equation formulated by a series of unspecified smooth functions. The Bayesian P-splines approach, together with a Markov chain Monte Carlo algorithm, is proposed to estimate smooth functions, unknown parameters, and latent variables in the model. The performance of the developed methodology is demonstrated by a simulation study. An illustrative example in analyzing bone mineral density in older men is provided. An Appendix which includes technical details of the proposed MCMC algorithm and an R code in implementing the algorithm are available as the online supplemental materials.
引用
收藏
页码:590 / 608
页数:19
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