The splines tag has no wiki summary.
2
votes
1answer
44 views
Interpolation of influenza data that conserves weekly mean
For each week, I have the following count data (one value per week):
Number of doctors' consultations
Number of cases of influenza
My goal is to obtain daily data by interpolation (I thought of ...
1
vote
0answers
24 views
Causal identification and penalized splines
I just got a rejection from an economics journal. Among the reasons cited for rejection were:
the benefits of using the semi-parametric method are not clearly
brought out compared to ...
0
votes
0answers
16 views
How to get all points for a fitted spline in R? [migrated]
I am trying to find the MSE of a fitted smooth.spline in R (and compare it with other methods) using a default data set (cars). ...
2
votes
3answers
76 views
(Spline) curve fitting $(x,y)$ points when $dy/dx$ is also known for each point
I have an $(x,y)$ dataset consisting of points on an unknown curve and I've been using spline fits to generate a curve joining these points as a guide-to-the-eye (and nothing more). However, I also ...
15
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2answers
597 views
Are splines overfitting the data?
My problem: I recently met a statistician that informed me that splines are only useful for exploring data and are subjected to overfitting, thus not useful in prediction. He preferred exploring with ...
1
vote
1answer
87 views
Using regression splines for values outside of the calibration range
in my question on a load forecast model using temperature data as covariates I was advised to use regression splines. This really seems to be a/the solution.
Now I face the following problem: if I ...
0
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0answers
39 views
Nested spline based learning algorithms using stepwise model selection
I am interested in setting up a general forward model selection algorithm for simulating outcomes in multiple imputation.
I am binning the outcome into deciles (or possibly a more granular level ...
1
vote
0answers
90 views
Intuition behind tensor product interactions in GAMs (MGCV package in R)
Generalized additive models are those where
$$ y = \alpha + f_1(x_1) + f_2(x_2) + e_i$$
for example. the functions are smooth, and to be estimated. Usually by penalized splines. MGCV is a package ...
2
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0answers
165 views
Wild cluster bootstrap seems really simple. Too simple. Am I missing someting?
I've been dealing with the problem of how to construct confidence intervals on penalized spline estimators in the presence of cluster-wise auto-correlation and heteroskedasticity. My previous thread ...
5
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0answers
78 views
Penalized spline confidence intervals based on cluster-sandwich VCV
This is my first post here, but I've benefited a lot from this forum's results popping up in google search results.
I've been teaching myself semi-parametric regression using penalized splines. ...
1
vote
0answers
49 views
What might be wrong when my gamm fit is perfectly linear despite my spline term?
I'm using Wood's gamm4 R package and I run:
...
1
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0answers
126 views
Sparse matrix representation of a spline interpolation
I use spline interpolation within a statistical model, and the transpose of the operator turns up in the gradient of the log-likelihood. Let me set up some notation first.
If $x_1 \ldots x_n$ are a ...
8
votes
1answer
210 views
Can lmer() use splines as random effects?
Say we're working on a random effects model of some count data over time, and we want to control for some trends. Normally, you'd do something like:
...
4
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0answers
188 views
Modeling a spline over time — design matrix and survey of approaches
A response variable y is a nonlinear function of a number of predictor variables X (in my real data the response is binomially distributed, but here I'm using a normally-distributed value for ...
4
votes
0answers
71 views
Can you use a spline function of the spatial coordinates to control for spatial autocorrelation? [duplicate]
Possible Duplicate:
Why does including latitude and longitude in a GAM account for spatial autocorrelation?
I am interested in the effect of a predictor vector $X_i$ on a binary outcome ...
1
vote
2answers
64 views
Testing interaction b/t group & longitudinal change for only part of the age range
I've fit a mixed linear model to some longitudinal data. I'm interested in the differences in patterns of decrease in the dependent variable according to group status, and my hypothesis particularly ...
8
votes
1answer
773 views
Finding local extrema of a density function using splines
I am trying to find the local maxima for a probability density function (found using R's density method). I cannot do a simple "look around neighbors" method (where ...
1
vote
2answers
607 views
Spline fitting in R - how to force passing two data points?
I am using "smooth.spline" in R. Here is a snippet from the documentation:
http://stat.ethz.ch/R-manual/R-patched/library/stats/html/smooth.spline.html
smooth.spline {stats} R Documentation
Fit a ...
4
votes
1answer
138 views
Visualizing a spline basis
Textbooks typically have nice example plots of of the basis for uniform splines when they're explaining the topic. Something like a row of little triangles for a linear spline, or a row of little ...
5
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1answer
233 views
What do interactions of spline and non-spline terms mean?
If I fit my data with something like lm(y~a*b), in R syntax, where a is a binary variable and ...
4
votes
3answers
200 views
Curve smoothing in the presence of non-gaussian uncertainty
What options are available for smoothing 2-dimensional real data for which the the ordinate points are real intervals of the form
$(x_j , [y_{j0} , y_{j1}])$
In my case, the data is vague because of ...
5
votes
1answer
331 views
State-of-the-art in smoothing splines
What is the state-of-the-art in the efficient computation of smoothing splines?
The algorithm I see mentioned most often is that of Reinsch, dating back to 1967. As I understand it, the most ...
1
vote
1answer
101 views
Monte Carlo test for comparing curvature of binomial response surfaces from effective degrees of freedom of GCV-fitted splines
I would like to compare the curvature of two response surfaces, each of the form:
binomial ~ continuous variables1-5
I think it would be appropriate to use the effective degrees of freedom of a ...
1
vote
0answers
134 views
Spline df selection in a General Additive Poisson Model problem
I've been fitting some time series data using a Poisson general additive model using SAS's PROC GAM. Generally speaking, I've been having it's built-in generalized ...
1
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0answers
234 views
How to draw B-spline plots via the PROC GLIMMIX procedure in SAS?
Recently I found that the PROC GLIMMIX procedure in SAS added a statement effect, which can handle B-spline in models. I tried ...
3
votes
1answer
296 views
How are piecewise cubic spline bases constructed?
There are words from the The Elements of Statistical Learning on page 119:
It is not hard to show that the following basis represents a cubic spline with knots at $\xi_1$ and $\xi_2$:
...
0
votes
1answer
147 views
Splines with controllable degree but auto-generation of knots in R
I'm using smooth.spline with some success, but I need to control the degree of the regressions between knots (cubic is too high for my needs). I looked at the ...
8
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2answers
835 views
Comparing smoothing splines vs loess for smoothing?
I wish to better understand the pros/cons for using either loess or a smoothing splines for smoothing some curve.
Another variation of my question is if there is a way to construct a smoothing spline ...
6
votes
1answer
1k views
Minimum number of observations per variable for linear regression or MARS model
How many cases are required for each variable in order to build a linear regression model and/or a Multivariate Regression Splines Model?
Also,
Is it a rule of thumb, or does there exist a ...
2
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0answers
254 views
Getting spline coefficients in R
I'm fitting a natural basis spline on a data set of the form:
splineModel=lm(dist~bs(speed, df=3), data=cars)
using bs ...
5
votes
1answer
592 views
Kalman filter vs. smoothing splines
Q: For which data is it appropriate to use state-space modeling and Kalman filtering instead of smoothing splines and vice versa? Is there some equivalence relationship between the two?
I'm trying ...
0
votes
1answer
281 views
Smoothing splines with multiple independent variables in R
I'm using smooth.spline for some basic smoothing splines. However, I need to switch to a function that allows me to use multiple independent variables. I'm having ...
4
votes
1answer
262 views
Is there a package for R that allows smoothing splines in GEE?
I run into a problem where I would like to build a GEE in R with cubic regression splines (or any other spline type) for a longitudinal data set and an urgent need for grouping and multiple ...
5
votes
1answer
193 views
Definition of “degree of interaction” in the MARS model
What exactly is the meaning of the "degree of interaction" or "interaction degree" in the MARS model?
e.g. R: earth(..., degree=2)
5
votes
3answers
1k views
Fitting multivariate, natural cubic spline
note: with no correct answers after a month, I have reposted to SO
Background
I have a model, $f$, where $Y=f(\textbf{X})$
$\textbf{X}$ is an $n \times m$ matrix of samples from $m$ parameters and ...
5
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2answers
658 views
Calculation of natural cubic splines in R
I am new to the use of cubic splines for regression purposes and wanted to find out
1) What is a good source (besides ESL which I read but am still uncertain) to learn about splines for regression?
...
4
votes
1answer
369 views
Interactions between non-linear predictors
I have data on 70,000 students, nested in 120 schools. I'm starting with fixed effects for the schools, but at some point I might start letting intercepts and slopes vary.
Some key predictors ...
3
votes
1answer
2k views
Setting knots in natural cubic splines in R
I have data with many correlated features, and I want to start by reducing the features with a smooth basis function, before running an LDA.
I'm trying to use natural cubic splines in the ...
1
vote
1answer
237 views
Spline function with unknown knots
Hello everybody on the site,
Do any of you know whether R has a package/routine for estimating spline function with unknown number of knots?
Thank in advance.
3
votes
2answers
948 views
Knot selection for cubic regression splines
I was wondering if anybody had experience in how to set the knot points when using cubic regression splines.
Some background: I have a response and predictor variable, and I want to determine the ...
10
votes
3answers
1k views
What are the advantages / disadvantages of using splines, smoothed splines, and gaussian process emulators?
I am interested in learning (and implementing) an alternative to polynomial interpolation.
However, I am having trouble finding a good description of how these methods work, how they relate, and how ...
4
votes
1answer
316 views
Constructing smoothing splines with cross-validation
Can someone provide me with a book or online reference on how to construct smoothing splines with cross-validation? I have a programming and undergraduate level mathematics background. I would also ...
