Penalized Likelihood for General Semi-Parametric Regression Models
Author | : P. J. Green |
Publisher | : |
Total Pages | : 31 |
Release | : 1985 |
ISBN-10 | : OCLC:227653926 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Download or read book Penalized Likelihood for General Semi-Parametric Regression Models written by P. J. Green and published by . This book was released on 1985 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines maximum penalized likelihood estimation in the context of general regression problems, characterized as probability models with composite; likelihood functions. The emphasis is on the common situation where a parametric model is considered satisfactory but for inhomogeneity with respect to a few extra variables. A finite-dimensional formulation is adopted, using a suitable set of basis functions. Appropriate definitions of deviance, degrees of freedom, and residual are provided, and the method of cross-validation for choice of the tuning constant is discussed. Quadratic approximations are derived for all the required statistics. Additional keywords: algorithms; smoothing; goodness of fit tests; nonlinear repression. (Author).