Diagnostic for Smoothing Parameter Estimate in Nonparametric Regression Model

  • In-Suk Lee (Dept, of Statistics, Kyungpook National Univ. in Taeju, KOREA) ;
  • Won-Tae Jung (Dept. of Statistics, Kyungpook National Univ. in Taegu, KOREA)
  • Published : 1995.12.01

Abstract

We have considered the study of local influence for smoothing parameter estimates in nonparametric regression model. Practically, generalized cross validation(GCV) does not work well in the presence of data perturbation. Thus we have proposed local influence measures for GCV estimates and examined effects of diagnostic by above measures.

Keywords

References

  1. Journal of Royal Statistical Society, Ser. B v.48 Assessment of Local Influence(with Discusion) Cook,R.D.
  2. Numerical Mathematics v.31 Smoothing Noisy Data with Spline Functions: Estimating the Correct Degree of Smoothing by the Method of Generalized Cross-Validation Craven,P.;Wahba,G.
  3. Journal of American Statistical Association Leverage in Least Squares Additive-Plus-Multiplicative Fits for Two-Way Tables Emerson,J.D.;Hoaglin,D.C.;Kempthorne,P.J.
  4. Statistics and Probability Letters v.2 The Hat Matrix for Smoothibg Splines Eubank,R.L.
  5. Journal of Royal Statistical Society, Ser. B v.47 Diagnostics for Smoothing Splines Eubank,R.L.
  6. Statistics and Probability Letters v.4 Diagnostics for Penalized Least Squares Estimators Eubank,R.L.
  7. Spline Smoothing and Nonparametric Regression Eubank,R.L.
  8. Journal of Royal Statistical Society, Ser. B v.55 Detecting Heteroscedasticity in Nonparametric Regression Eubank,R.L.;Thomas,W.
  9. Journal of Royal Statistical Society, Ser. B v.49 Common Structure of Techniques for Automatic Smoothing Parameters i Regression Problems Hall,P.;Tittrington,D.M.
  10. Communications in Statistics-Simulation and Computation v.19 A Stocastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines Hutchinson,M.F.
  11. Directions in Robust Statistics and Diagnostics Lawrence,A.J.
  12. Annals of Statistics v.13 From Stein's Unbiased Risk Estimates to the Method fo Generalized Cross-Validation Li,K.C.
  13. Annals of Statistics v.9 Logistic Regression Diagnostics Pregibon,D.
  14. Journal of Royal Statistical Society, Ser. B v.47 Some Aspects of the Spline Smoothing Approach to Nonparametric Regression Curve Fitting Silverman,B.W.
  15. Biometrika v.76 Assessing Influence on regression Coefficients in Generalized Linear Models Thomas,W.;Cook,R.D.