Smoothing Parameter Selection for a Class of Semiparametric Linear Models

DOI10.1111/J.1467-9868.2008.00695.XzbMath1248.62057OpenAlexW2133944729WikidataQ57830819 ScholiaQ57830819MaRDI QIDQ2920279

Philip T. Reiss, Robert Todd Ogden

Publication date: 16 October 2012

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2008.00695.x

zbMATH Keywords

\(B\)-splineslinear mixed modelsfunctional linear modelsgeneralized cross-validationroughness penaltyfunctional principal components regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Numerical computation using splines (65D07) Linear regression; mixed models (62J05)

Related Items (36)

Penalized scalar-on-functions regression with interaction term ⋮ Generalized functional additive mixed models ⋮ Optimum smoothing parameter selection for penalized least squares in form of linear mixed effect models ⋮ Semiparametric Regression Using Variational Approximations ⋮ Unnamed Item ⋮ Efficient two-dimensional smoothing with \(P\)-spline ANOVA mixed models and nested bases ⋮ Estimation of a regression spline sample selection model ⋮ Interaction models for functional regression ⋮ Optimally weightedL²distance for functional data ⋮ Fast symmetric additive covariance smoothing ⋮ Truncation level selection in nonparametric regression using Padé approximation ⋮ Estimation of a functional single index model with dependent errors and unknown error density ⋮ Adaptive Semiparametric Bayesian Differential Equations Via Sequential Monte Carlo ⋮ Modified spline regression based on randomly right-censored data: A comparative study ⋮ Function-on-function regression for two-dimensional functional data ⋮ Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions ⋮ Methods for Scalar‐on‐Function Regression ⋮ Practical variable selection for generalized additive models ⋮ Longitudinal modeling of age-dependent latent traits with generalized additive latent and mixed models ⋮ Structured penalties for functional linear models -- partially empirical eigenvectors for regression ⋮ Some characteristics on the selection of spline smoothing parameter ⋮ Systematic deviation in smooth mixed models for multi-level longitudinal data ⋮ Functional Generalized Linear Models with Images as Predictors ⋮ Direct determination of smoothing parameter for penalized spline regression ⋮ Weakly dependent functional data ⋮ An improved \(C_p\) criterion for spline smoothing ⋮ Fast covariance estimation for sparse functional data ⋮ On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing ⋮ Density estimation and comparison with a penalized mixture approach ⋮ Automatic search intervals for the smoothing parameter in penalized splines ⋮ Using a latent variable model with non-constant factor loadings to examine PM_2.5 constituents related to secondary inorganic aerosols ⋮ Longitudinal functional models with structured penalties ⋮ Tensor product splines and functional principal components ⋮ Penalized function-on-function regression ⋮ Flexible pair-copula estimation in D-vines using bivariate penalized splines ⋮ Restricted likelihood ratio tests for linearity in scalar-on-function regression

Uses Software

• SemiPar

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Testing the (parametric) null model hypothesis in (semiparametric) partial and generalized spline models
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Spatially adaptive splines for statistical linear inverse problems
• A note on smoothing parameter selection for penalized spline smoothing
• From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression
• Functional Principal Component Regression and Functional Partial Least Squares
• Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data
• Degrees-of-freedom tests for smoothing splines
• Semiparametric Regression
• Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
• Generalized Linear Models with Random Effects

This page was built for publication: Smoothing Parameter Selection for a Class of Semiparametric Linear Models