Variable selection in additive models using P-splines - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles Technometrics Year : 2012

Variable selection in additive models using P-splines

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.
Not file

Dates and versions

hal-00851194 , version 1 (12-08-2013)

Identifiers

Cite

Anestis Antoniadis, Irène Gijbels, Anneleen Verhasselt. Variable selection in additive models using P-splines. Technometrics, 2012, 54 (4), pp.425-438. ⟨10.1080/00401706.2012.726000⟩. ⟨hal-00851194⟩
122 View
0 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More