Nonnegative garrote in additive models using P-splines
author: Anneleen Verhasselt,
KU Leuven
published: Dec. 18, 2008, recorded: December 2008, views: 4095
published: Dec. 18, 2008, recorded: December 2008, views: 4095
Slides
Related content
Report a problem or upload files
If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Description
The nonnegative garrote method was proposed as a variable selection method by Breiman (1995). In this talk we consider additive modeling and apply the nonnegative garrote method for selecting among the d independent variables. For initial estimation of the d unknown univariate functions, we use P-splines estimation (Eilers & Marx (1996)) and backfitting is applied to deal with the additive modeling. We compare the pro- posed method involving P-splines with some other methods for additive models. The finite sample performance of the procedure is investigated via a simulation study and an illustration with real data is provided.
Link this page
Would you like to put a link to this lecture on your homepage?Go ahead! Copy the HTML snippet !
Write your own review or comment: