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Model.</a> <a href="/?q=in%3A453791" title="Articles in this Issue">13, No. 2, 95-123 (2013)</a>. </div> <div class="abstract">Summary: This paper analyzes house price data belonging to three hierarchical levels of spatial units. House selling prices with associated individual attributes (the elementary level-1) are grouped within municipalities (level-2), which form districts (level-3), which are themselves nested in counties (level-4). Additionally to individual attributes, explanatory covariates with possibly nonlinear effects are available on two of these spatial resolutions. We apply a multilevel version of structured additive regression (STAR) models to regress house prices on individual attributes and locational neighbourhood characteristics in a four-level hierarchical model. In multilevel STAR models the regression coefficients of a particular nonlinear term may themselves obey a regression model with structured additive predictor. The framework thus allows to incorporate nonlinear covariate effects and time trends, smooth spatial effects and complex interactions at every level of the hierarchy of the multilevel model. Moreover, we are able to decompose the spatial heterogeneity effect and investigate its magnitude at different spatial resolutions allowing for improved predictive quality even in the case of unobserved spatial units. Statistical inference is fully Bayesian and based on highly efficient Markov chain Monte Carlo simulation techniques that take advantage of the hierarchical structure in the data.</div> <div class="clear"></div> <br> <div class="citations"><div class="clear"><a href="/?q=rf%3A7257451">Cited in <strong>2</strong> Documents</a></div></div> <div class="classification"> <h3>MSC:</h3> <table><tr> <td> <a class="mono" href="/classification/?q=cc%3A62-XX" title="MSC2020">62-XX</a> </td> <td class="space"> Statistics </td> </tr></table> </div><div class="keywords"> <h3>Keywords:</h3><a href="/?q=ut%3ABayesian+hierarchical+models">Bayesian hierarchical models</a>; <a href="/?q=ut%3Ahedonic+pricing+models">hedonic pricing models</a>; <a href="/?q=ut%3Amultilevel+models">multilevel models</a>; <a href="/?q=ut%3AMCMC">MCMC</a>; <a href="/?q=ut%3AP-splines">P-splines</a></div> <div class="software"> <h3>Software:</h3><a href="/software/8145">GAMLSS</a>; <a href="/software/6772">BayesX</a>; <a href="/software/11132">gamair</a>; <a href="/software/12330">ConfBands</a>; <a href="/software/11047">Fahrmeir</a></div> <!-- Modal used to show zbmath metadata in different output formats--> <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">&times;</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;"> <!-- alert for connection errors etc --> </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function"> <!-- Button trigger metadata modal --> <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07257451" data-ciurl="/ci/07257451" data-biburl="/bibtex/07257451.bib" data-amsurl="/amsrefs/07257451.bib" data-xmlurl="/xml/07257451.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07257451.pdf" title="Zbl 07257451 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1177/1471082X13475385" aria-label="DOI for “Modelling house prices using multilevel structured additive regression”" title="10.1177/1471082X13475385">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> <div class="references"> <h3>References:</h3> <table><tr> <td>[1]</td> <td class="space">Anglin, PM, Gencay, R (1996) Semiparametric estimation of a hedonic price function. 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