Generalized Additive Models, Cubic Splines and Penalized Likelihood.
STANFORD UNIV CA DEPT OF STATISTICS
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Generalized additive models extended the class of generalized linear models by allowing an arbitrary smooth function for any or all of the covariates. The functions are established by the local scoring procedure, using a smoother as a building block in an iterative algorithm. This paper utilizes a cubic spline smoother in the algorithm and show how the resultant procedure can be view as a method for automatically smoothing a suitably defined partial residual, and more formally, a method for maximizing a penalized likelihood. The authors also examine convergence of the inner backfitting loop in this case and illustrate these ideas with some binary response data. Keywords Spline Non-parametric regression.
- Statistics and Probability
- Medicine and Medical Research