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Comparison of some smoothing parameter selection methods in generalized estimating equation-smoothing spline

This paper considers performance of some smoothing parameter selection methods in Generalized Estimating Equation-Smoothing Spline for nonparametric regression with binary data. We evaluated eight methods, GCV given by Green and Silverman, GCV and AIC given by Ruppert et al, ACV and GACV given by Xi...

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Main Authors: Suliadi, Ibrahim, Noor Akma, Krishnarajah, Isthrinayagy S., Daud, Isa
Format: Article
Language:English
Published: IDOSI Publications 2009
Online Access:http://psasir.upm.edu.my/id/eprint/44465/1/Comparison%20of%20some%20smoothing%20parameter%20selection%20methods%20in%20generalized%20estimating%20equation-smoothing%20spline.pdf
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spelling oai:psasir.upm.edu.my:44465 http://psasir.upm.edu.my/id/eprint/44465/ Comparison of some smoothing parameter selection methods in generalized estimating equation-smoothing spline Suliadi Ibrahim, Noor Akma Krishnarajah, Isthrinayagy S. Daud, Isa This paper considers performance of some smoothing parameter selection methods in Generalized Estimating Equation-Smoothing Spline for nonparametric regression with binary data. We evaluated eight methods, GCV given by Green and Silverman, GCV and AIC given by Ruppert et al, ACV and GACV given by Xiang and Wahba, AIC given by Chiou and Tsai, SCVD given by WU and Zhang and the last method is AIC*, modification of AlC given by Chiou and Tsai. Using simulation we found that for nonlinear systematic component (sinusoidal) AlC and AIC* of Chiou and Tsai are the best methods and the worst method is GCV of Green and Silverman. For linear systematic component, GCV of Green and Silverman is the best, while AlC and AlC* are the worst. Since in practical situation we do not know the form of the systematic component, hence we suggest the use of ACV and GACV of Xiang and Wahba or AIC of Ruppert et al, which give moderate results. IDOSI Publications 2009 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/44465/1/Comparison%20of%20some%20smoothing%20parameter%20selection%20methods%20in%20generalized%20estimating%20equation-smoothing%20spline.pdf Suliadi and Ibrahim, Noor Akma and Krishnarajah, Isthrinayagy S. and Daud, Isa (2009) Comparison of some smoothing parameter selection methods in generalized estimating equation-smoothing spline. World Applied Sciences Journal, 7 (11). pp. 1382-1387. ISSN 1818-4952; ESSN: 1991-6426 https://www.idosi.org/wasj/wasj7(11)2009.htm
institution UPM IR
collection UPM IR
language English
description This paper considers performance of some smoothing parameter selection methods in Generalized Estimating Equation-Smoothing Spline for nonparametric regression with binary data. We evaluated eight methods, GCV given by Green and Silverman, GCV and AIC given by Ruppert et al, ACV and GACV given by Xiang and Wahba, AIC given by Chiou and Tsai, SCVD given by WU and Zhang and the last method is AIC*, modification of AlC given by Chiou and Tsai. Using simulation we found that for nonlinear systematic component (sinusoidal) AlC and AIC* of Chiou and Tsai are the best methods and the worst method is GCV of Green and Silverman. For linear systematic component, GCV of Green and Silverman is the best, while AlC and AlC* are the worst. Since in practical situation we do not know the form of the systematic component, hence we suggest the use of ACV and GACV of Xiang and Wahba or AIC of Ruppert et al, which give moderate results.
format Article
author Suliadi
Ibrahim, Noor Akma
Krishnarajah, Isthrinayagy S.
Daud, Isa
spellingShingle Suliadi
Ibrahim, Noor Akma
Krishnarajah, Isthrinayagy S.
Daud, Isa
Comparison of some smoothing parameter selection methods in generalized estimating equation-smoothing spline
author_facet Suliadi
Ibrahim, Noor Akma
Krishnarajah, Isthrinayagy S.
Daud, Isa
author_sort Suliadi
title Comparison of some smoothing parameter selection methods in generalized estimating equation-smoothing spline
title_short Comparison of some smoothing parameter selection methods in generalized estimating equation-smoothing spline
title_full Comparison of some smoothing parameter selection methods in generalized estimating equation-smoothing spline
title_fullStr Comparison of some smoothing parameter selection methods in generalized estimating equation-smoothing spline
title_full_unstemmed Comparison of some smoothing parameter selection methods in generalized estimating equation-smoothing spline
title_sort comparison of some smoothing parameter selection methods in generalized estimating equation-smoothing spline
publisher IDOSI Publications
publishDate 2009
url http://psasir.upm.edu.my/id/eprint/44465/1/Comparison%20of%20some%20smoothing%20parameter%20selection%20methods%20in%20generalized%20estimating%20equation-smoothing%20spline.pdf
_version_ 1819296636565716992
score 13.4562235

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