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Titolo:
Counting degrees of freedom in hierarchical and other richly-parameterisedmodels
Autore:
Hodges, JS; Sargent, DJ;
Indirizzi:
Univ Minnesota, Sch Publ Hlth, Div Biostat, Minneapolis, MN 55414 USA UnivMinnesota Minneapolis MN USA 55414 iostat, Minneapolis, MN 55414 USA Mayo Clin, Canc Ctr Stat, Rochester, MN 55905 USA Mayo Clin Rochester MN USA 55905 , Canc Ctr Stat, Rochester, MN 55905 USA
Titolo Testata:
BIOMETRIKA
fascicolo: 2, volume: 88, anno: 2001,
pagine: 367 - 379
SICI:
0006-3444(200106)88:2<367:CDOFIH>2.0.ZU;2-3
Fonte:
ISI
Lingua:
ENG
Keywords:
complexity; degrees of freedom; hierarchical model; prior distribution; random-effect model; smoothing;
Tipo documento:
Article
Natura:
Periodico
Settore Disciplinare:
Agriculture,Biology & Environmental Sciences
Life Sciences
Physical, Chemical & Earth Sciences
Citazioni:
19
Recensione:
Indirizzi per estratti:
Indirizzo: Hodges, JS Univ Minnesota, Sch Publ Hlth, Div Biostat, 2221 Univ Ave SE,Suite 200, Minneapolis, MN 55414 USA Univ Minnesota 2221 Univ Ave SE,Suite 200 Minneapolis MN USA 55414
Citazione:
J.S. Hodges e D.J. Sargent, "Counting degrees of freedom in hierarchical and other richly-parameterisedmodels", BIOMETRIKA, 88(2), 2001, pp. 367-379

Abstract

Drawing on linear model theory, we rigorously extend the notion of degreesof freedom to richly-parameterised models, including linear hierarchical and random-effect models, some smoothers and spatial models, and combinations of these. The number of degrees of freedom is often much smaller than thenumber of parameters. Our notion of degrees of freedom is compatible with similar ideas long associated with smoothers, but is applicable to new classes of models and can be interpreted using the projection theory of linear models. We use an example to illustrate the two applications of setting prior distributions for variances and fixing model complexity by fixing degrees of freedom.

ASDD Area Sistemi Dipartimentali e Documentali, Università di Bologna, Catalogo delle riviste ed altri periodici
Documento generato il 02/12/20 alle ore 16:41:49