Inference for generalized additive mixed models via penalized marginal likelihood

Alex Stringer

Statistics & Probability Letters, 2025, vol. 224, issue C

Abstract: The Laplace approximation is sometimes not sufficiently accurate for smoothing parameter estimation in generalized additive mixed models. A novel estimation strategy is proposed that solves this problem and leads to estimates exhibiting the correct statistical properties.

Keywords: Adaptive quadrature; Additive mixed model; Laplace approximation; Mixed model; Penalized spline; Random effect (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110443

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