Data-driven selection of the spline dimension in penalized spline regression
AbstractA 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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Bibliographic InfoArticle provided by Biometrika Trust in its journal Biometrika.
Volume (Year): 98 (2011)
Issue (Month): 1 ()
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