Model diagnostics for smoothing spline ANOVA models
نویسنده
چکیده
The author proposes some simple diagnostics for the assessment of the necessity of selected model terms in smoothing spline ANOVA models; the elimination of practically insignificant terms generally enhances the interpretability of the estimates, and sometimes may also have inferential implications. The diagnostics are derived from Kullback-Leibler geometry, and are illustrated in the settings of regression, probability density estimation, and hazard rate estimation. Model diagnostics for smoothing spline ANOVA models Résumé : The author proposes some simple diagnostics for the assessment of the necessity of selected model terms in smoothing spline ANOVA models; the elimination of practically insignificant terms generally enhances the interpretability of the estimates, and sometimes may also have inferential implications. The diagnostics are derived from Kullback-Leibler geometry, and are illustrated in the settings of regression, probability density estimation, and hazard rate estimation.
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