Influence on smoothness in penalized likelihood regression for binary data

DOI10.1007/S180-001-8326-ZMaRDI QIDQ1861631zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 9 March 2003

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s180-001-8326-z

zbMATH Keywords

cross-validationlogistic regressionsensitivitysmoothing parametersmoothing splines

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Review text

For independent, binary observations \(y_i\), \(i=1,\dots,n\), the distribution of \(y_i\) is supposed to be \(\exp(y_i\ln(\mu(t_i)/(1-\mu(t_i)))+\ln(1-\mu(t_i))\), where \(t_i\) is an independent variable and \(\mu\) is an unknown function. A penalized maximum likelihood estimator for \(\mu\) is considered with the smoothing parameter \(\lambda\). A generalized cross-validation technique for \(\lambda\) selection is described. Influence of changes in the data on the estimates of \(\lambda\) and \(\mu\) is investigated. Examples of biological data analysis are considered.

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