P-spline Varying Coefficient Models for Complex Data

@inproceedings{Marx2009PsplineVC,
  title={P-spline Varying Coefficient Models for Complex Data},
  author={Brian D. Marx},
  year={2009}
}
Although the literature on varying coefficient models (VCMs) is vast, we believe that there remains room to make these models more widely accessible and provide a unified and practical implementation for a variety of complex data settings. The adaptive nature and strength of P-spline VCMs allow a full range of models: from simple to additive structures, from standard to generalized linear models, from one-dimensional coefficient curves to two-dimensional (or higher) coefficient surfaces, among… CONTINUE READING

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