Data-driven selection of the spline dimension in penalized spline regression

A number of criteria exist to select the penalty in penalized spline regression, but the selection of the number of spline basis functions has received much less attention in the literature. We propose a likelihood-based criterion to select the number of basis functions in penalized spline regression. The criterion is easy to apply and we describe its theoretical and practical properties. Copyright 2011, Oxford University Press.

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Year of publication:	2011
Authors:	Kauermann, Göran ; Opsomer, Jean D.
Published in:	Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 98.2011, 1, p. 225-230
Publisher:	Biometrika Trust

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009148424