AdaptFitOS-package: Adaptive Semiparametric Additive Regression with Simultaneous...

In AdaptFitOS: Adaptive Semiparametric Additive Regression with Simultaneous Confidence Bands and Specification Tests

Adaptive Semiparametric Additive Regression with Simultaneous Confidence Bands and Specification Tests

Description

Fits semiparametric regression models with spatially adaptive penalized splines and computes simultaneous confidence bands and associated specification (lack-of-fit) tests. For computation of the critical value for simultaneous confidence bands based on Hotelling's volume-of-tube formula, some functions of the libtube library by Catherine Loader (see package locfit) are used. See the references for details on the construction of the confidence bands.

Details

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Model estimation using the mixed model representation of penalized splines in combination with simultaneous probability calculations based on the volume-of-tube formula enable the simultaneous inference directly, that is, without resampling methods.

The function asp2() is used to fit the model. Using the resulting asp object, fitted curves or their derivatives can be plotted with plot.asp and information on the parametric effects as well as specification tests for the nonparametric effects can be printed using summary.asp.

See Wiesenfarth et al (2012) for technical details and Wiesenfarth (2012, Chapter 5.1) for some more details on the use of the package (including a demonstration on how plots in Wiesenfarth et al are obtained).

Author(s)

Manuel Wiesenfarth and Tatyana Krivobokova

References

Krivobokova, T., Crainiceanu, C.M. and Kauermann, G. (2008)
Fast Adaptive Penalized Splines. Journal of Computational and Graphical Statistics, 17(1):1-20.

Krivobokova, T., Kneib, T., and Claeskens, G. (2010)
Simultaneous confidence bands for penalized spline estimators. Journal of the American Statistical Association, 105(490):852-863.

Wiesenfarth, M., Krivobokova, T., Klasen, S., Sperlich, S. (2012).
Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition. Journal of the American Statistical Association, 107(500): 1286-1296.

Wiesenfarth, M. (2012). Estimation and Inference in Special Nonparametric Models. Doctoral dissertation, Goettingen, Georg-August Universitaet, Diss., 2012. http://d-nb.info/104297182X/34

See Also

spm (package SemiPar)

AdaptFitOS documentation built on July 21, 2022, 5:10 p.m.