Publication
Title
Variable selection in additive models using p-splines
Author
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.
Language
English
Source (journal)
Technometrics : a journal of statistics for the physical, chemical, and engineering sciences. - Washington, D.C., 1959, currens
Publication
Washington, D.C. : 2012
ISSN
0040-1706 [print]
1537-2723 [online]
Volume/pages
54:4(2012), p. 425-438
ISI
000312054000010
Full text (Publishers DOI)
Full text (publishers version - intranet only)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 28.02.2013
Last edited 19.05.2017
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