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Hierarchical Penalized Mixed Model
Pan African University, Nairobi, Kenya
Jomo Kenyatta University of Agriculture and Technology, Nairobi, Kenya
Kenyatta University, Nairobi, Kenya
- 1 Pan African University, Nairobi, Kenya
- 2 Jomo Kenyatta University of Agriculture and Technology, Nairobi, Kenya
- 3 Kenyatta University, Nairobi, Kenya
Open Journal of Statistics·Volume 09 (2019)·Pages 657–663·Published 25 November 2019·DOI10.4236/ojs.2019.96042
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Abstract
Penalized spline has been a popular method for estimating an unknown function in the non - parametric regression due to their use of low-rank spline bases, which make computations tractable. However its performance is poor when estimating functions that are rapidly varying in some regions and are smooth in other region s . This is contributed by the use of a global smoothing parameter that provides a constant amount of smoothing across the function. In order to make this spline spatially adaptive we have introduced hierarchical penalized splines which are obtained by modelling the global smoothing parameter as another spline.
KeywordsPenalized SplinesMixed ModelSmoothing Parameter
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