Title
Variable selection in additive models using p-splines Variable selection in additive models using p-splines
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
article
Publication
Washington, D.C. ,
Subject
Mathematics
Source (journal)
Technometrics : a journal of statistics for the physical, chemical, and engineering sciences. - Washington, D.C., 1959, currens
Volume/pages
54(2012) :4 , p. 425-438
ISSN
0040-1706
1537-2723
ISI
000312054000010
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
This article extends the nonnegative garrote method to a component selection method in a nonparametric additive model in which each univariate function is estimated with P-splines. We also establish the consistency of the procedure. An advantage of P-splines is that the fitted function is represented in a rather small basis of B-splines. A numerical study illustrates the finite-sample performance of the method and includes a comparison with other methods. The nonnegative garrote method with P-splines has the advantage of being computationally fast and performs, with an appropriate parameter selection procedure implemented, overall very well. Real data analysis leads to interesting findings. Supplementary materials for this article (technical proofs, additional numerical results, R code) are available online.
E-info
https://repository.uantwerpen.be/docman/iruaauth/592f6b/89e3703.pdf
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