Simple Incorporation of Interactions into Additive Models |
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Authors: | Brent A. Coull David Ruppert M. P. Wand |
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Affiliation: | Department of Biostatistics, Harvard School of Public Health, Boston, Massachusetts 02115, USA. bcoull@hsph.harvard.edu |
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Abstract: | Often, the functional form of covariate effects in an additive model varies across groups defined by levels of a categorical variable. This structure represents a factor-by-curve interaction. This article presents penalized spline models that incorporate factor-by-curve interactions into additive models. A mixed model formulation for penalized splines allows for straightforward model fitting and smoothing parameter selection. We illustrate the proposed model by applying it to pollen ragweed data in which seasonal trends vary by year. |
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Keywords: | Generalized additive model Generalized linear mixed model Penalized spline Pollen forecasting Varying-coefficient model |
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