Abstract
Summary The optimal design problem is tackled in the framework of a new model and new objectives. A regression model is proposed in which the regression function is permitted to take any form over the space X of independent variables. The design objective is based on fitting a simplified function for prediction. The approach is Bayesian throughout. The new designs are more robust than conventional ones. They also avoid the need to limit artificially design points to a predetermined subset of X. New solutions are also offered for the problems of smoothing, curve fitting and the selection of regressor variables.
Keywords
Affiliated Institutions
Related Publications
A NOTE ON THE LASSO AND RELATED PROCEDURES IN MODEL SELECTION
The Lasso, the Forward Stagewise regression and the Lars are closely re-lated procedures recently proposed for linear regression problems. Each of them can produce sparse models...
Component selection and smoothing in multivariate nonparametric regression
We propose a new method for model selection and model fitting in multivariate nonparametric regression models, in the framework of smoothing spline ANOVA. The “COSSO ” is a meth...
Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
Summary Recent work by Reiss and Ogden provides a theoretical basis for sometimes preferring restricted maximum likelihood (REML) to generalized cross-validation (GCV) for smoot...
Variable Bandwidth Kernel Estimators of Regression Curves
In the model $Y_i = g(t_i) + \\varepsilon_i,\\quad i = 1,\\cdots, n,$ where $Y_i$ are given observations, $\\varepsilon_i$ i.i.d. noise variables and $t_i$ nonrandom design poin...
Generalized Collinearity Diagnostics
Abstract Working in the context of the linear model y = Xβ + ε, we generalize the concept of variance inflation as a measure of collinearity to a subset of parameters in β (deno...
Publication Info
- Year
- 1978
- Type
- article
- Volume
- 40
- Issue
- 1
- Pages
- 1-24
- Citations
- 656
- Access
- Closed
External Links
Social Impact
Social media, news, blog, policy document mentions
Citation Metrics
Cite This
Identifiers
- DOI
- 10.1111/j.2517-6161.1978.tb01643.x