Automatic smoothing parameter selection in non-parametric models for longitudinal data

被引：0
|
作者：
Berhane, K [1 ]
Rao, JS
机构：
[1] Univ Pittsburgh, Dept Family Med & Clin Epidemiol, Pittsburgh, PA 15261 USA
[2] Univ Pittsburgh, Dept Biostat, Pittsburgh, PA 15261 USA
[3] Cleveland Clin Fdn, Dept Biostat, Cleveland, OH 44195 USA
来源：
APPLIED STOCHASTIC MODELS AND DATA ANALYSIS | 1997年 / 13卷 / 3-4期
关键词：
generalized estimating equations; quasi-likelihood; correlated data; local-scoring; smoothing; cross validation; BRUTO;
D O I：
暂无
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
The selection of smoothing parameters by generalized cross-validation (GCV) becomes complicated when dealing with correlated data. In this paper, we develop an automatic algorithm for selection of smoothing parameters in non-parametric longitudinal models by combining the BRUTO algorithm of Hastie (1989) and the modifications to GCV due to Altman (1990) to handle the correlation. The algorithm is detailed and illustrated via analysis of a panic-attack data set. (C) 1998 John Wiley & Sons, Ltd.
引用
收藏
页码：289 / 296
页数：8
相关论文
共 50 条
  • [21] Non-parametric model structure identification and parametric efficiency in nonlinear state dependent parameter models
    Young, Peter C.
    2006 INTERNATIONAL SYMPOSIUM ON EVOLVING FUZZY SYSTEMS, PROCEEDINGS, 2006, : 349 - 354
  • [22] A simple data-driven method to optimize the penalty strengths of penalized models and its application to non-parametric smoothing
    Thomas, Jens
    Lipka, Mathias
    MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, 2022, 514 (04) : 6203 - 6214
  • [23] Automatic smoothing parameter selection for the nonparametric regression estimation of functional data.
    Rachdi, M
    Vieu, P
    COMPTES RENDUS MATHEMATIQUE, 2005, 341 (06) : 365 - 368
  • [24] Parametric and Non-parametric Feature Selection for Kidney Transplants
    Garcia-del-Moral, Raimundo
    Guillen, Alberto
    Javier Herrera, Luis
    Canas, Antonio
    Rojas, Ignacio
    ADVANCES IN COMPUTATIONAL INTELLIGENCE, PT II, 2013, 7903 : 72 - +
  • [25] Robust and smoothing variable selection for quantile regression models with longitudinal data
    Fu, Z. C.
    Fu, L. Y.
    Song, Y. N.
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2023, 93 (15) : 2600 - 2624
  • [26] Non-parametric reconstruction of the cosmological jerk parameter
    Purba Mukherjee
    Narayan Banerjee
    The European Physical Journal C, 2021, 81
  • [27] Non-parametric reconstruction of the cosmological jerk parameter
    Mukherjee, Purba
    Banerjee, Narayan
    EUROPEAN PHYSICAL JOURNAL C, 2021, 81 (01):
  • [28] Robust non-parametric smoothing of non-stationary time series
    Grillenzoni, Carlo
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2009, 79 (04) : 379 - 393
  • [29] A non-parametric approach to automatic change detection
    Bruzzone, L
    Cossu, R
    Prieto, DF
    IMAGE AND SIGNAL PROCESSING FOR REMOTE SENSING VI, 2001, 4170 : 133 - 140
  • [30] Improving adaptive importance sampling simulation of markovian queueing models using non-parametric smoothing
    Woudt, Edwin
    de Boer, Pieter-Tjerk
    van Ommeren, Jan-Kees
    SIMULATION-TRANSACTIONS OF THE SOCIETY FOR MODELING AND SIMULATION INTERNATIONAL, 2007, 83 (12): : 811 - 820
12345