Abstract
SUMMARY Non-parametric regression using cubic splines is an attractive, flexible and widely-applicable approach to curve estimation. Although the basic idea was formulated many years ago, the method is not as widely known or adopted as perhaps it should be. The topics and examples discussed in this paper are intended to promote the understanding and extend the practicability of the spline smoothing methodology. Particular subjects covered include the basic principles of the method; the relation with moving average and other smoothing methods; the automatic choice of the amount of smoothing; and the use of residuals for diagnostic checking and model adaptation. The question of providing inference regions for curves – and for relevant properties of curves – is approached via a finite-dimensional Bayesian formulation.
Keywords
Affiliated Institutions
Related Publications
Flexible regression models with cubic splines
Abstract We describe the use of cubic splines in regression models to represent the relationship between the response variable and a vector of covariates. This simple method can...
Theory for penalised spline regression
Penalised spline regression is a popular new approach to smoothing, but its theoretical properties are not yet well understood. In this paper, mean squared error expressions and...
Partial and interaction spline models for the semiparametric estimation of functions of several variables
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 ...
Spline Smoothing: The Equivalent Variable Kernel Method
The spline smoothing approach to nonparametric regression and curve estimation is considered. It is shown that, in a certain sense, spline smoothing corresponds approximately to...
Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
Summary Many different methods have been proposed to construct nonparametric estimates of a smooth regression function, including local polynomial, (convolution) kernel and smoo...
Publication Info
- Year
- 1985
- Type
- article
- Volume
- 47
- Issue
- 1
- Pages
- 1-21
- Citations
- 1115
- Access
- Closed
External Links
Social Impact
Social media, news, blog, policy document mentions
Citation Metrics
Cite This
Identifiers
- DOI
- 10.1111/j.2517-6161.1985.tb01327.x