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Semiparametric Bayesian estimation under functional measurement error model  

Hwang, Jin-Seub (Department of Statistics, Kyungpook National University)
Kim, Dal-Ho (Department of Statistics, Kyungpook National University)
Publication Information
Journal of the Korean Data and Information Science Society / v.21, no.2, 2010 , pp. 379-385 More about this Journal
Abstract
This paper considers Bayesian approach to modeling a flexible regression function under functional 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 functional measurement error model without semiparametric component.
Keywords
Functional measurement error; Gibbs sampling; hierarchical Bayes; penalized spline; semiparametric;
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