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基于B样条的广义单调回归及其在空气污染数据中的应用。

Generalized monotonic regression based on B-splines with an application to air pollution data.

作者信息

Leitenstorfer Florian, Tutz Gerhard

机构信息

Department of Statistics, Ludwig-Maximilians-Universität München, 80799 München, Germany.

出版信息

Biostatistics. 2007 Jul;8(3):654-73. doi: 10.1093/biostatistics/kxl036. Epub 2006 Oct 24.

Abstract

In many studies, it is known that one or more of the covariates have a monotonic effect on the response variable. In these circumstances, standard fitting methods for generalized additive models (GAMs) generate implausible results. A fitting procedure is proposed that incorporates monotonicity assumptions on one or more smooth components within a GAM framework. The algorithm uses the monotonicity restriction for B-spline coefficients and provides componentwise selection of smooth components. Stopping criteria and approximate pointwise confidence bands are derived. The method is applied to the data from a study conducted in the metropolitan area of São Paulo, Brazil, where the influence of several air pollutants like SO(2) on respiratory mortality is investigated.

摘要

在许多研究中,已知一个或多个协变量对响应变量具有单调效应。在这些情况下,广义相加模型(GAM)的标准拟合方法会产生不合理的结果。本文提出了一种拟合程序,该程序在GAM框架内对一个或多个平滑分量纳入了单调性假设。该算法对B样条系数使用单调性限制,并提供平滑分量的逐个分量选择。推导了停止准则和近似逐点置信带。该方法应用于巴西圣保罗大都市区进行的一项研究的数据,该研究调查了几种空气污染物(如二氧化硫)对呼吸道死亡率的影响。

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