A Bayesian Approach for Penalized Splines with Hierarchical Penalty

Penalized spline has largely been applied in many research studies not limited to disease modeling and epidemiology. However, due to spatial heterogeneity of the data because different smoothing parameter leads to different amount of smoothing in different regions the penalized spline has not been exclusively appropriate to fit the data. The study assessed the properties of penalized spline hierarchical model;the hierarchy penalty improves the fit as well as the accuracy of inference. The simulation demonstrates the potential benefits of using the hierarchical penalty, which is obtained by modelling the global smoothing parameter as another spline. The results showed that mixed model with penalized hierarchical penalty had a better fit than the mixed model without hierarchy this was demonstrated by the rapid convergence of the model posterior parameters and the smallest DIC value of the model. Therefore hierarchical model with fifteen sub-knots provides a better fit of the data.

HAZARD REGRESSION WITH PENALIZED SPLINE:THE SMOOTHING PARAMETER CHOICE AND ASYMPTOTICS

In this article, we use penalized spline to estimate the hazard function from a set of censored failure time data. A new approach to estimate the amount of smoothing is provided. Under regularity conditions we establish the consistency and the asymptotic normality of the penalized likelihood estimators. Numerical studies and an example are conducted to evaluate the performances of the new procedure.

Additive mixed models to study the effect of tree age and climatic factors on stem radial growth of Eucalyptus trees

The effect of tree age and climatic variables on stem radial growth of two hybrid clones of Eucalyptus was determined using longitudinal data from eastern South Africa.The stem radius of was measured weekly as the response variable.In addition to tree age,average weekly temperature,solar radiation,relative humidity and wind speed were simultaneously recorded with total rainfall at the site.An additive mixed effects model that incorporates a non-parametric smooth function was used.The results of the analysis indicate that the relationship between stem radius and each of the covariates can be explained by nonlinear functions.Models that account for the effect of clone and season together with their interaction in the parametric part of the additive mixed model were also fitted.The interaction between clone and season was not significant in all cases.For analyzing the joint effect all the covariates,additive mixed models that included two or more covariates were fitted.A significant effect of tree age was found in all cases.Although tree age was the key determinant of stem radial growth,weather variables also had a significant effect that was dependent on season.

ASYMPTOTIC PROPERTIES OF ESTIMATORS IN PARTIALLY LINEAR SINGLE-INDEX MODEL FOR LONGITUDINAL DATA

In this article, a partially linear single-index model /or longitudinal data is investigated. The generalized penalized spline least squares estimates of the unknown parameters are suggested. All parameters can be estimated simultaneously by the proposed method while the feature of longitudinal data is considered. The existence, strong consistency and asymptotic normality of the estimators are proved under suitable conditions. A simulation study is conducted to investigate the finite sample performance of the proposed method. Our approach can also be used to study the pure single-index model for longitudinal data.

Fiducial generalized p-values for testing zero-variance components in linear mixed-effects models

Linear mixed-effects models are widely used in analysis of longitudinal data. However, testing for zero-variance components of random effects has not been well-resolved in statistical literature, although some likelihood-based procedures have been proposed and studied. In this article, we propose a generalized p-value based method in coupling with fiducial inference to tackle this problem. The proposed method is also applied to test linearity of the nonparametric functions in additive models. We provide theoretical justifications and develop an implementation algorithm for the proposed method. We evaluate its finite-sample performance and compare it with that of the restricted likelihood ratio test via simulation experiments. We illustrate the proposed approach using an application from a nutritional study.