Partial and interaction spline models for the semiparametric estimation of functions of several variables

Abstract

A partial spline model is a model for a response as a function of several variables, which is the sum of a smooth function of several variables and a parametric function of the same plus possibly some other variables. Partial spline models in one and several variables, with direct and indirect data, with Gaussian errors and as an extension of GLIM to partially penalized GLIM models are described. Application to the modeling of change of regime in several variables is described. Interaction splines are introduced and described and their potential use for modeling non-linear interactions between variables by semiparametric methods is noted. Reference is made to recent work in efficient computational methods.

Keywords

Spline (mechanical)MathematicsSemiparametric regressionSemiparametric modelSmoothing splineApplied mathematicsVariablesParametric statisticsParametric modelEconometricsStatisticsSpline interpolation

Affiliated Institutions

University of Wisconsin–Madison US

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Publication Info

Year: 1986
Type: article
Citations: 48
Access: Closed

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APA Style

                            
                                    Grace Wahba
                                
                            (1986). 
                            Partial and interaction spline models for the semiparametric estimation of functions of several variables. 
                            NASA Technical Reports Server (NASA)
                            
                            .