Generalized additive models and inflated type I error rates of smoother significance tests
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- 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.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Pearl Anne Ante-Testard & Francois Rerolle & Anna T. Nguyen & Sania Ashraf & Sarker Masud Parvez & Abu Mohammed Naser & Tarik Benmarhnia & Mahbubur Rahman & Stephen P. Luby & Jade Benjamin-Chung & Ben, 2024. "WASH interventions and child diarrhea at the interface of climate and socioeconomic position in Bangladesh," Nature Communications, Nature, vol. 15(1), pages 1-13, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Shuichi Kawano, 2014. "Selection of tuning parameters in bridge regression models via Bayesian information criterion," Statistical Papers, Springer, vol. 55(4), pages 1207-1223, November.
- Don Harding, 2010.
"Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle,"
NCER Working Paper Series
58, National Centre for Econometric Research.
- Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
- Don Harding, 2010. "Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle," CAMA Working Papers 2010-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
- Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2014.
"Does Education Matter for Economic Growth?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 334-359, June.
- Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2011. "Does Education Matter for Economic Growth?," Working Papers 2011-13, University of Miami, Department of Economics.
- Delgado, Michael S. & Henderson, Daniel J. & Parmeter, Christopher F., 2012. "Does Education Matter for Economic Growth?," IZA Discussion Papers 7089, Institute of Labor Economics (IZA).
- Juan Manuel Julio & Norberto Rodríguez & Héctor Manuel Zárate, 2005.
"Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach,"
Borradores de Economia
2605, Banco de la Republica.
- Juan Manuel Julio & Norberto Rodríguez & Hector Zárate, 2005. "Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach," Borradores de Economia 347, Banco de la Republica de Colombia.
- Malloy, Elizabeth J. & Spiegelman, Donna & Eisen, Ellen A., 2009. "Comparing measures of model selection for penalized splines in Cox models," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2605-2616, May.
- Karimu, Amin & Brännlund, Runar, 2013. "Functional form and aggregate energy demand elasticities: A nonparametric panel approach for 17 OECD countries," Energy Economics, Elsevier, vol. 36(C), pages 19-27.
- Liao, Jun & Zou, Guohua, 2020. "Corrected Mallows criterion for model averaging," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
- Lu, Jun & Lin, Lu, 2018. "Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 242-254.
- Chu, Chi-Yang & Henderson, Daniel J. & Parmeter, Christopher F., 2017. "On discrete Epanechnikov kernel functions," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 79-105.
- Salvatore Ingrassia & Simona Minotti & Giorgio Vittadini, 2012.
"Local Statistical Modeling via a Cluster-Weighted Approach with Elliptical Distributions,"
Journal of Classification, Springer;The Classification Society, vol. 29(3), pages 363-401, October.
- Salvatore Ingrassia & Simona Caterina Minotti & Giorgio Vittadini, 2011. "Local Statistical Modeling via Cluster-Weighted Approach with Elliptical Distributions," Working Papers 20111001, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
- Maria Sassi, 2010. "OLS and GWR Approaches to Agricultural Convergence in the EU-15," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 96-108, February.
- Nagler Thomas & Schellhase Christian & Czado Claudia, 2017. "Nonparametric estimation of simplified vine copula models: comparison of methods," Dependence Modeling, De Gruyter, vol. 5(1), pages 99-120, January.
- Arturo Bujanda & Thomas M. Fullerton, 2017. "Impacts of transportation infrastructure on single-family property values," Applied Economics, Taylor & Francis Journals, vol. 49(51), pages 5183-5199, November.
- Costas Milas & Ruthira Naraidoo, 2009.
"Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment,"
Working Papers
200923, University of Pretoria, Department of Economics.
- Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper series 42_09, Rimini Centre for Economic Analysis.
- Cai, Zongwu & Xu, Xiaoping, 2009.
"Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models,"
Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 371-383.
- Cai, Zongwu & Xu, Xiaoping, 2008. "Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1595-1608.
- Xiaoping Xu & Zongwu Cai, 2013. "Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Frölich, Markus & Huber, Martin & Wiesenfarth, Manuel, 2017.
"The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation,"
Computational Statistics & Data Analysis, Elsevier, vol. 115(C), pages 91-102.
- Frölich, Markus & Huber, Martin & Wiesenfarth, Manuel, 2015. "The Finite Sample Performance of Semi- and Nonparametric Estimators for Treatment Effects and Policy Evaluation," IZA Discussion Papers 8756, Institute of Labor Economics (IZA).
- Frölich, Markus & Huber, Martin & Wiesenfarth, Manuel, 2015. "The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation," FSES Working Papers 454, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Víctor M. Guerrero & Daniela Cortés Toto & Hortensia J. Reyes Cervantes, 2018. "Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(1), pages 109-130, March.
- Yanagihara, Hirokazu & Satoh, Kenichi, 2010. "An unbiased Cp criterion for multivariate ridge regression," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1226-1238, May.
- Centorrino Samuele & Feve Frederique & Florens Jean-Pierre, 2017.
"Additive Nonparametric Instrumental Regressions: A Guide to Implementation,"
Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-25, January.
- Samuele Centorrino & Frederique Feve & Jean-Pierre Florens, 2017. "Additive Nonparametric Instrumental Regressions: A Guide to Implementation," Department of Economics Working Papers 17-06, Stony Brook University, Department of Economics.
- Simon Lineu Umbach, 2020. "Forecasting with supervised factor models," Empirical Economics, Springer, vol. 58(1), pages 169-190, January.
More about this item
Keywords
Generalized additive models Type I error Permutation test Span size selection;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:55:y:2011:i:1:p:366-374. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.