Data-driven Selection of the Spline Dimension in Penalized Spline Regression
نویسندگان
چکیده
A number of criteria exist to select the penalty in penalized spline regression, but the selection of the number of spline basis functions has received much less attention in the literature. We propose to use a maximum likelihood-based criterion to select the number of basis functions in penalized spline regression. The criterion is easy to apply and we describe its theoretical and practical properties. The criterion is also extended to the generalized regression case.
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