DOI QR코드

DOI QR Code

Semiparametric Bayesian Estimation under Structural Measurement Error Model

  • Hwang, Jin-Seub (Department of Statistics, Kyungpook National University) ;
  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University)
  • Received : 20100600
  • Accepted : 20100700
  • Published : 2010.07.31

Abstract

This paper considers a Bayesian approach to modeling a flexible regression function under structural measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under structural measurement error model without a semiparametric component.

Keywords

References

  1. Eilers, P. H. C. and Marx, B. D. (1996). Flexible smoothing with B-splines and penalties (with Discussion), Statistical Science, 11, 89-121. https://doi.org/10.1214/ss/1038425655
  2. Gelman, A. E. and Rubin, D. (1992). Inference from iterative simulation (with discussion), Statistical Science, 7, 457-511. https://doi.org/10.1214/ss/1177011136
  3. Ghosh, M. and Meeden, G. (1986). Empirical Bayes estimation in finite population sampling, Journal of the American Statistical Association, 81, 1058-1062. https://doi.org/10.2307/2289083
  4. Ghosh, M. and Meeden, G. (1996). Bayesian Methods for Finite Population Sampling, Chapman & Hall, New York.
  5. Ghosh, M., Sinha K. and Kim, D. (2006). Empirical and hierachical Bayesian estimation in finite population sampling under structural measurement error models, The Scandinavian Journal of Statistics, 33, 591-608. https://doi.org/10.1111/j.1467-9469.2006.00492.x
  6. Opsomer, J. D., Claeskens, G., Ranalli, M. G. and Breidt, F. J. (2008). Non-parametric small area estimation using penalized spline regression, Journal of the Royal Statistical Society, Series B, 70, 265-286. https://doi.org/10.1111/j.1467-9868.2007.00635.x
  7. Rao, J. N. K. (2003). Small Area Estimation, John Wiley & Sons Inc, New York.

Cited by

  1. Bayesian Curve-Fitting in Semiparametric Small Area Models with Measurement Errors vol.22, pp.4, 2015, https://doi.org/10.5351/CSAM.2015.22.4.349