chapter  13
16 Pages

SEMIPARAMETRIC REGRESSION

Semiparametric models combine parametric and nonparametric submodels. For example, in a semiparametric regression model the effects of some, but not all, covariates are modeled nonparametrically. In this chapter we will take a Bayesian viewpoint, mostly for the pragmatic reason that we have found that a Bayesian analysis is easiest to implement.