Variance Reduction in Smoothing Splines

Editor(s)

Rootzen, Holger and Rudemo, Mats

Abstract

We develop a variance reduction method for smoothing splines. For a given point of estimation, we define a variance-reduced spline estimate as a linear combination of classical spline estimates at three nearby points. We first develop a variance reduction method for spline estimators in univariate regression models. We then develop an analogous variance reduction method for spline estimators in clustered/longitudinal models. Simulation studies are performed which demonstrate the efficacy of our variance reduction methods in finite sample settings. Finally, a real data analysis with the motorcycle data set is performed. Here we consider variance estimation and generate 95% pointwise confidence intervals for the unknown regression function.

Department(s)

Mathematics and Statistics

Keywords and Phrases

clustered/longitudinal data; non=parametric regression; smooting splines; variance reduction

International Standard Serial Number (ISSN)

0303-6898

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2009 Wiley-Blackwell, All rights reserved.

Publication Date

01 Jan 2009

Link to Full Text

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