The Library
Parametrization and penalties in spline models with an application to survival analysis
Tools
Costa, Maria J. (Maria João) and Shaw, J. Ewart H. (2009) Parametrization and penalties in spline models with an application to survival analysis. Computational Statistics & Data Analysis, Vol.53 (No.3). pp. 657-670. doi:10.1016/j.csda.2008.07.026 ISSN 0167-9473.
Research output not available from this repository.
Request-a-Copy directly from author or use local Library Get it For Me service.
Official URL: http://dx.doi.org/10.1016/j.csda.2008.07.026
Abstract
A simple parametrization, built from the definition of cubic splines, is shown to facilitate the implementation and interpretation of penalized spline models, whatever configuration of knots is used. The parametrization is termed value-first derivative parametrization. Inference is Bayesian and explores the natural link between quadratic penalties and Gaussian priors. However, a full Bayesian analysis seems feasible only for some penalty functionals. Alternatives include empirical Bayes inference methods involving model selection type criteria. The proposed methodology is illustrated by an application to survival analysis where the usual Cox model is extended to allow for time-varying regression coefficients. (C) 2008 Elsevier B. V. All rights reserved.
Item Type: | Journal Article | ||||
---|---|---|---|---|---|
Subjects: | Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software Q Science > QA Mathematics |
||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Journal or Publication Title: | Computational Statistics & Data Analysis | ||||
Publisher: | Elsevier Science Ltd | ||||
ISSN: | 0167-9473 | ||||
Official Date: | 15 January 2009 | ||||
Dates: |
|
||||
Volume: | Vol.53 | ||||
Number: | No.3 | ||||
Number of Pages: | 14 | ||||
Page Range: | pp. 657-670 | ||||
DOI: | 10.1016/j.csda.2008.07.026 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access | ||||
Funder: | Fundacao para a Ciencia e a Tecnologia | ||||
Grant number: | SFRH/BD/16955/2004 |
Data sourced from Thomson Reuters' Web of Knowledge
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |