Nonnegative garrote in additive models using P-splines

author: Anneleen Verhasselt, KU Leuven
published: Dec. 18, 2008,   recorded: December 2008,   views: 4093
Categories

Slides

Related Open Educational Resources

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Bibliography

Description

The nonnegative garrote method was proposed as a variable selection method by Breiman (1995). In this talk we consider additive modeling and apply the nonnegative garrote method for selecting among the d independent variables. For initial estimation of the d unknown univariate functions, we use P-splines estimation (Eilers & Marx (1996)) and backfitting is applied to deal with the additive modeling. We compare the pro- posed method involving P-splines with some other methods for additive models. The finite sample performance of the procedure is investigated via a simulation study and an illustration with real data is provided.

See Also:

Download slides icon Download slides: sip08_verhasselt_ngiam_01.pdf (313.7 KB)


Help icon Streaming Video Help

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: