Automatic Smoothing of Regression Functions in Generalized Linear Models
广义线性模型中回归函数的自动平滑AI 解读 ↓
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广义线性模型中回归函数的自动平滑AI 解读 ↓
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We consider the penalized likelihood method for estimating nonparametric regression functions in generalized linear models (Nelder and Wedderburn 1972) and present a generalized cross-validation procedure for empirically assessing an appropriate amount of smoothing in these estimates. Asymptotic arguments and numerical simulations are used to show that the generalized cross-validatory procedure preforms well from the point of view of a weighted mean squared error criterion. The methodology adds to the battery of graphical tools for model building and checking within the generalized linear model framework. Included are two examples motivated by medical and horticultural applications.
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Gaussian process prediction is a central tool in spatial statistics, but standard implementations require dense matrix operations that become prohibitive for large datasets. We propose a scale-adjusted compactly supported working correlation for Gaussian process prediction, using the generalized Wendland family with a support radius $φ_n$ that is allowed to decrease with the sample size $n$. Under fixed-domain asymptotics with quasi-uniform designs, a fixed support radius…