Use of Two Smoothing Parameters in Penalized Spline Estimator for Bi-variate Predictor Non-parametric Regression Model
author
Abstract:
Penalized spline criteria involve the function of goodness of fit and penalty, which in the penalty function contains smoothing parameters. It serves to control the smoothness of the curve that works simultaneously with point knots and spline degree. The regression function with two predictors in the non-parametric model will have two different non-parametric regression functions. Therefore, we propose the use of two smoothing parameters in the bi-variate predictor non-parametric regression model. We demonstrated its ability through longitudinal data simulation studies with a comparison of one smoothing parameter. It was done on several numbers of subjects with repeated measurements. The generalized cross validation value which is a measure of the model's ability is poured through the box plot. The results show that the use of two smoothing parameters is more optimal than one smoothing parameter. It was seen through a smaller generalized cross validation value on the use of two smoothing parameters. Application of blood sugar level data for patients with two smoothing parameters produced a penalized spline bi-variate predictor regression model with several segments of change patterns. There are five patterns at the time of treatment and blood pressure with the number of smoothing parameters is two, namely 0.39 and 0.73.
similar resources
Smoothing Spline Semi-parametric Nonlinear Regression Models
We consider the problem of modeling the mean function in regression. Often there is enough knowledge to model some components of the mean function parametrically. But for other vague and/or nuisance components, it is often desirable to leave them unspecified and to be modeled nonparametrically. In this article, we propose a general class of smoothing spline semi-parametric nonlinear regression ...
full textEstimating curves and derivatives with parametric penalized spline smoothing
Accurate estimation of an underlying function and its derivatives is one of the central problems in statistics. Parametric forms are often proposed based on the expert opinion or prior knowledge of the underlying function. However, these strict parametric assumptions may result in biased estimates when they are not completely accurate. Meanwhile, nonparametric smoothing methods, which do not im...
full textBootstrapping for Penalized Spline Regression∗†‡
We describe and contrast several different bootstrapping procedures for penalized spline smoothers. The bootstrapping procedures considered are variations on existing methods, developed under two different probabilistic frameworks. Under the first framework, penalized spline regression is considered an estimation technique to find an unknown smooth function. The smooth function is represented i...
full textA Non-iterative Optimization for Smoothness in Penalized Spline Regression
Typically, an optimal smoothing parameter in a penalized spline regression is determined by minimizing an information criterion, such as one of the Cp, CV and GCV criteria. Since an explicit solution to the minimization problem for an information criterion cannot be obtained, it is necessary to carry out an iterative procedure to search for the optimal smoothing parameter, i.e., a grid search m...
full textOn the asymptotics of penalized spline smoothing
Abstract: This paper performs an asymptotic analysis of penalized spline estimators. We compare P -splines and splines with a penalty of the type used with smoothing splines. The asymptotic rates of the supremum norm of the difference between these two estimators over compact subsets of the interior and over the entire interval are established. It is shown that a Pspline and a smoothing spline ...
full textPenalized Estimators in Cox Regression Model
The proportional hazard Cox regression models play a key role in analyzing censored survival data. We use penalized methods in high dimensional scenarios to achieve more efficient models. This article reviews the penalized Cox regression for some frequently used penalty functions. Analysis of medical data namely ”mgus2” confirms the penalized Cox regression performs better than the cox regressi...
full textMy Resources
Journal title
volume 31 issue 2
pages 175- 183
publication date 2020-04-01
By following a journal you will be notified via email when a new issue of this journal is published.
Hosted on Doprax cloud platform doprax.com
copyright © 2015-2023