Fast Stable Direct Fitting and Smoothness Selection for Generalized Additive Models
From MaRDI portal
Publication:3631457
DOI10.1111/j.1467-9868.2007.00646.xWikidataQ59410296 ScholiaQ59410296MaRDI QIDQ3631457
Publication date: 10 June 2009
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0709.3906
Akaike's information criterion; penalized likelihood; generalized additive models; generalized additive mixed models; generalized cross-validation; stable computation; generalized approximate cross-validation; penalized regression splines
62-XX: Statistics
Related Items
Embedding black-box regression techniques into hierarchical Bayesian models, A new approach for monitoring healthcare performance using generalized additive profiles, Unnamed Item, Methods for correcting inference based on outcomes predicted by machine learning, Semiparametric analysis for case-control studies: a partial smoothing spline approach, Smooth estimation of mean and dispersion function in extended generalized additive models with application to Italian induced abortion data, Discrete-time survival trees and forests with time-varying covariates, A flexible instrumental variable approach, Efficient Regularization Parameter Selection Via Information Criteria, Testing for additivity in non‐parametric regression, Shape constrained additive models, Modeling temporal treatment effects with zero inflated semi-parametric regression models: The case of local development policies in France, A Penalized Framework for Distributed Lag Non-Linear Models, Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm, Penalised spline estimation for generalised partially linear single-index models, On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing, A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects, Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence, Survival data analysis with time-dependent covariates using generalized additive models, Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape, Straightforward intermediate rank tensor product smoothing in mixed models, Bayesian structured additive distributional regression with an application to regional income inequality in Germany, Comparing penalized splines and fractional polynomials for flexible modelling of the effects of continuous predictor variables, A comparative study of nonparametric estimation in Weibull regression: a penalized likelihood approach, Practical variable selection for generalized additive models, A new algorithm to estimate monotone nonparametric link functions and a comparison with parametric approach, Ensemble sufficient dimension folding methods for analyzing matrix-valued data, Spatial data compression via adaptive dispersion clustering, Efficient estimation of COM-Poisson regression and a generalized additive model, Identifying hidden patterns in credit risk survival data using generalised additive models, Nonparametric imputation method for nonresponse in surveys, A memory-free spatial additive mixed modeling for big spatial data, Inference and computation with generalized additive models and their extensions, Direct determination of smoothing parameter for penalized spline regression, Analysis of heart transplant survival data using generalized additive models, Modular regression -- a Lego system for building structured additive distributional regression models with tensor product interactions, Penalized regression with individual deviance effects, A unified framework of constrained regression, Coverage Properties of Confidence Intervals for Generalized Additive Model Components, Flexible Mean and Dispersion Function Estimation in Extended Generalized Additive Models, Bayesian Multivariate Distributional Regression With Skewed Responses and Skewed Random Effects
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A statistical perspective on ill-posed inverse problems (with discussion)
- Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Direct generalized additive modeling with penalized likelihood.
- Generalized structured additive regression based on Bayesian P-splines
- Bandwidth selection for smooth backfitting in additive models
- Minimizing GCV/GML Scores with Multiple Smoothing Parameters via the Newton Method
- LAPACK Users' Guide
- A Descent Method for the Uniform Solution to Over-Determined Systems of Linear Equations
- Inference in Generalized Additive Mixed Models by Using Smoothing Splines
- Semiparametric Regression
- Mixed-Effects Models in S and S-PLUS
- Smoothing Spline Gaussian Regression: More Scalable Computation via Efficient Approximation
- Thin Plate Regression Splines
- Approximate Inference in Generalized Linear Mixed Models
- Some Comments on C P
- Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models
- Smoothing spline ANOVA models
