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2018 | OriginalPaper | Buchkapitel

9. Cubic Splines and Additive Models

verfasst von : Jonathon D. Brown

Erschienen in: Advanced Statistics for the Behavioral Sciences

Verlag: Springer International Publishing

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Abstract

Statistical models commonly assume that the relation between a predictor and a criterion can be described by a straight line. This assumption is often appropriate, but there are times when abandoning it is warranted. Under these circumstances, we have two choices: adapt a linear model to accommodate nonlinear relations (e.g., transform the variables; add cross product terms) or use statistical techniques that directly model nonlinear relations.

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Fußnoten
1
Other approaches to smoothing nonlinear relations, such as kernel regression and locally weighted regression (LOESS), are discussed in Brown (2014).
 
2
The data in Fig. 9.3 are fictitious, but the effect is all too real!
 
3
Natural splines are defined only for odd degrees, and natural cubic splines are most common.
 
4
Penalized smoothing splines are also called penalized regression splines.
 
5
The edf is sometimes referred to as the Effective Degrees of Freedom
 
6
The \( \mathrm{\mathcal{R}} \) syntax at the end of this section describes the operations that produced the knot sequence.
 
7
When implementing P-splines, Eilers and Marx use divided differences to create an equivalent B-spline basis.
 
8
Cross-validation and generalized cross-validation usually produce very similar fits (Craven & Wahba, 1979).
 
9
The covariance matrix described in Eq. (9.24) is known as the Bayesian posterior covariance matrix.
 
10
Additive models can be also used with distributions that are not Gaussian. These Generalized Additive Models, as they are known, will be discussed in Chap. 11.
 
11
As explained in Chap. 11, the term “deviance” in Table 9.7 is comparable to the residual sum of squares.
 
12
If you compare the fitted values using penalized least squares from the ones obtained with backfitting, you will see that the estimates differ slightly but are substantially correlated (r = .9991). This will ordinarily be the case, so the choice of which \( \mathrm{\mathcal{R}} \) package to use (gam or mgcv) is largely personal.
 
Literatur
Zurück zum Zitat Brown, J. D. (2014). Linear models in matrix form: A hands-on approach for the behavioral sciences. New York: Springer.CrossRef Brown, J. D. (2014). Linear models in matrix form: A hands-on approach for the behavioral sciences. New York: Springer.CrossRef
Zurück zum Zitat Craven, P., & Wahba, G. (1979). Smoothing noisy data with spline functions. Numerische Mathematik, 31, 377–403.CrossRef Craven, P., & Wahba, G. (1979). Smoothing noisy data with spline functions. Numerische Mathematik, 31, 377–403.CrossRef
Zurück zum Zitat Eilers, P. H. C., & Marx, B. D. (1996). Flexible smoothing with B-splines and penalized likelihood (with discussion). Statistical Science, 11, 89–121.MathSciNetCrossRef Eilers, P. H. C., & Marx, B. D. (1996). Flexible smoothing with B-splines and penalized likelihood (with discussion). Statistical Science, 11, 89–121.MathSciNetCrossRef
Zurück zum Zitat Eilers, P. H. C., & Marx, B. D. (2010). Splines, knots, and penalties. Computational Statistics, 2, 637–653.CrossRef Eilers, P. H. C., & Marx, B. D. (2010). Splines, knots, and penalties. Computational Statistics, 2, 637–653.CrossRef
Zurück zum Zitat Hastie, T. J., & Tibshirani, R. (1990). Generalized additive models. London: Chapman and Hall.MATH Hastie, T. J., & Tibshirani, R. (1990). Generalized additive models. London: Chapman and Hall.MATH
Zurück zum Zitat Wood, S. N. (2003). Generalized additive models: An introduction with R. London: Taylor & Francis. Wood, S. N. (2003). Generalized additive models: An introduction with R. London: Taylor & Francis.
Metadaten
Titel
Cubic Splines and Additive Models
verfasst von
Jonathon D. Brown
Copyright-Jahr
2018
DOI
https://doi.org/10.1007/978-3-319-93549-2_9