IDEAS home Printed from https://ideas.repec.org/p/cte/wsrepe/ws011711.html
   My bibliography  Save this paper

Semiparametric models and P-splines

Author

Listed:
  • 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.

Suggested Citation

  • 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
    as

    Download full text from publisher

    File URL: https://e-archivo.uc3m.es/rest/api/core/bitstreams/d4248346-81da-45bf-b4e7-0d2ed553e530/content
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    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.
    1. Ivan Chang, Yuan-Chin & Huang, Yufen & Huang, Yu-Pai, 2010. "Early stopping in L2Boosting," Computational Statistics & Data Analysis, Elsevier, vol. 54(10), pages 2203-2213, October.
    2. Germán Ibacache-Pulgar & Gilberto Paula & Francisco Cysneiros, 2013. "Semiparametric additive models under symmetric distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(1), pages 103-121, March.
    3. Simon K.C. Cheung, 2017. "A Localized Model for Residential Property Valuation: Nearest Neighbor with Attribute Differences," International Real Estate Review, Global Social Science Institute, vol. 20(2), pages 221-250.
    4. Hans R. A. Koster & Jos N. van Ommeren & Piet Rietveld, 2016. "Historic amenities, income and sorting of households," Journal of Economic Geography, Oxford University Press, vol. 16(1), pages 203-236.
    5. Bethany Everett & David Rehkopf & Richard Rogers, 2013. "The Nonlinear Relationship Between Education and Mortality: An Examination of Cohort, Race/Ethnic, and Gender Differences," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 32(6), pages 893-917, December.
    6. Li, Deng-Kui & Mei, Chang-Lin & Wang, Ning, 2019. "Tests for spatial dependence and heterogeneity in spatially autoregressive varying coefficient models with application to Boston house price analysis," Regional Science and Urban Economics, Elsevier, vol. 79(C).
    7. 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.
    8. Tsimpanos, Apostolos & Tsimbos, Cleon & Kalogirou, Stamatis, 2018. "Assessing spatial variation and heterogeneity of fertility in Greece at local authority level," MPRA Paper 100406, University Library of Munich, Germany.
    9. Naraidoo, Ruthira & Paya, Ivan, 2012. "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
    10. Donald, Margaret & Alston, Clair L. & Young, Rick R. & Mengersen, Kerrie L., 2011. "A Bayesian analysis of an agricultural field trial with three spatial dimensions," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3320-3332, December.
    11. Oleg Badunenko & Daniel J. Henderson & Subal C. Kumbhakar, 2012. "When, where and how to perform efficiency estimation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 175(4), pages 863-892, October.
    12. Jeff Racine, 2006. "gnuplot 4.0: a portable interactive plotting utility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 133-141.
    13. 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.
    14. 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.
    15. Marcos Herrera & Jesus Mur & Manuel Ruiz-Marin, 2017. "A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix," Working Papers 18, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
    16. Fabian Gouret, 2021. "Empirical foundation of valence using Aldrich–McKelvey scaling," Review of Economic Design, Springer;Society for Economic Design, vol. 25(3), pages 177-226, September.
    17. Suneel Babu Chatla, 2023. "Nonparametric inference for additive models estimated via simplified smooth backfitting," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(1), pages 71-97, February.
    18. Vincenzo Loia & Stefania Tomasiello & Alfredo Vaccaro & Jinwu Gao, 2020. "Using local learning with fuzzy transform: application to short term forecasting problems," Fuzzy Optimization and Decision Making, Springer, vol. 19(1), pages 13-32, March.
    19. Woojoo Lee & Hans‐Peter Piepho & Youngjo Lee, 2021. "Resolving the ambiguity of random‐effects models with singular precision matrix," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 75(4), pages 482-499, November.
    20. 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.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    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:cte:wsrepe:ws011711. 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: Ana Poveda (email available below). General contact details of provider: http://portal.uc3m.es/portal/page/portal/dpto_estadistica .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.