Degrees-of-freedom tests for smoothing splines

Eva Cantoni

Biometrika, 2002, vol. 89, issue 2, 251-263

Abstract: When using smoothing splines to estimate a function, the user faces the problem of choosing the smoothing parameter. Several techniques are available for selecting this parameter according to certain optimality criteria. Here, we take a different point of view and we propose a technique for choosing between two alternatives, for example allowing for two different levels of degrees of freedom. The problem is addressed in the framework of a mixed-effects model, whose assumptions ensure that the resulting estimator is unbiased. A likelihood-ratio-type test statistic is proposed, and its exact distribution is derived. Tests of linearity and overall effect follow directly. We then extend this idea to additive models where it provides a more attractive alternative than multi-parameter optimisation, and where it gives exact distributional results that can be used in an analysis-of-deviance-type approach. Examples on real data and a simulation study of level and power complete the paper. Copyright Biometrika Trust 2002, Oxford University Press.

Date: 2002
References: Add references at CitEc
Citations: View citations in EconPapers (9)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:oup:biomet:v:89:y:2002:i:2:p:251-263

Ordering information: This journal article can be ordered from
https://academic.oup.com/journals

Access Statistics for this article

Biometrika is currently edited by Paul Fearnhead

More articles in Biometrika from Biometrika Trust Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Bibliographic data for series maintained by Oxford University Press ().