Mdl Knot Selection for Penalized Splines
نویسندگان
چکیده
There exists a well known connection between penalized splines and mixed models. This connection makes it possible to exploit certain results derived for mixed models in the estimation of penalized splines. We have derived the Minimum Description Length (MDL) model selection criterion [1] for mixed models (see eg. [2]). In this paper we investigate the performance of the MDL criterion in fitting penalized splines. This is done through simulations. We focus on the problem of finding the optimal number of knots when using a truncated power basis. We compare the results of spline fitting by using the MDL criterion to results from other existing criteria.
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تاریخ انتشار 2008