Improved predictions penalizing both slope and curvature in additive models

Computational Statistics and Data Analysis

Volumn 50, Issue 2, 2006, Pages 267-284

  Aldrin, Magne ^a  

^a NORWEGIAN COMPUTING CENTER   (Norway)

Author keywords

Cross validation; Generalized additive models; Penalized B splines; Penalized least squares; Penalized likelihood; Ridge regression

Indexed keywords

ATOMIC PHYSICS; FUNCTIONS; GRAVITATION; MAGNESIUM PRINTING PLATES; SURFACE PROPERTIES;

ANTIHYDROGEN; COLD BOUNCING; RETARDATION EFFECTS;

HYDROGEN;

EID: 24944475939     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.08.002     Document Type: Article

References (18)

1. D. Abrahams, and F. Rizzardi BLSS - The Berkeley Interactive Statistical System 1988 W. W. Norton New York
2. M. Aldrin Length-modified ridge regression Comput. Statist. Data Anal. 25 1997 377 398
3. L. Breiman, and J.H. Friedman Estimating optimal transformations for multiple regression and correlation (with discussion) J. Amer. Statist. Assoc. 80 1985 580 619
4. L. Breiman, and P. Spector Submodel selection and evaluation in regression, The X-random case Internat. Statist. Rev. 60 1992 291 319
5. Currie, I., Durban, M., Eilers, P., 2003. Using P-splines to extrapolate two-dimensional Poisson data. Paper presented at the 18th International Workshop on Statistical Modelling, Leuven, Belgium.
6. P.H.C. Eilers, and B.D. Marx Flexible smoothing with B-splines and penalties (with discussion) Statist. Sci. 11 1996 89 121
7. P.H.C. Eilers, and B.D. Marx Multivariate calibration with temperature interaction using two-dimensional penalized signal regression Chemomet. Intell. Lab. Systems 66 2003 159 174
8. I.E. Frank, and J.H. Friedman A statistical view of some chemometrics regression tools (with discussion) Technometrics 35 1993 109 147
9. W. Härdle Applied Nonparametric Regression 1990 Cambridge University Press Cambridge
10. T. Hastie, and R. Tibshirani Generalized Additive Models 1990 Chapman & Hall London
11. A.E. Hoerl, and R.W. Kennard Ridge regression biased estimation for non-orthogonal problems Technometrics 8 1970 27 51
12. R. Koenker, and I. Mizera Penalized triograms total variation regularization for bivariate smoothing J. Roy. Statist. Soc. Ser. B 66 2004 145 164
13. B.D. Marx, and P.H.C. Eilers Direct generalized additive modeling with penalized likelihood Comput. Statist. Data Anal. 28 1998 193 209
14. G.C. McDonald, and R.C. Schwing Instabilities of regression estimates relation air pollution to mortality Technometrics 15 1973 463 482
15. J. Shao Linear model selection by cross-validation J. Amer. Statist. Assoc. 88 1993 486 494
16. W.N. Venables, and B.D. Ripley Modern Applied statistics with S-PLUS third ed 1999 Springer New York
17. G. Wahba Spline Models for Observational Data 1990 SIAM Philadelphia
18. S. Weisberg Applied Linear Regression second ed 1985 Wiley New York