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Semiparametric models and P-splines

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  • I., Currie,
  • M., Durbán,

Abstract

P-splines were introduced by Eilers and Marx (1996). We consider semiparametric models where the smooth part of the model can be described by P-splines. A mixed model representation is also considered. We set a simple strategy for the choice of P-spline parameters, ndx, bdeg and pord, and discuss the use of various criteria for smoothing parameter selection. We illustrate our remarks with the analysis of a randomised block design.

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  • I., Currie, & M., Durbán,, 2001. "Semiparametric models and P-splines," DES - Working Papers. Statistics and Econometrics. WS ws011711, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:ws011711
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    1. Clifford M. Hurvich & Jeffrey S. Simonoff & Chih‐Ling Tsai, 1998. "Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(2), pages 271-293.
    2. J. Besag & D. Higdon, 1999. "Bayesian analysis of agricultural field experiments," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(4), pages 691-746.
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