Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.527788
Title: Some problems in model specification and inference for generalized additive models
Author: Marra, Giampiero
Awarding Body: University of Bath
Current Institution: University of Bath
Date of Award: 2010
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Abstract:
Regression models describingthe dependence between a univariate response and a set of covariates play a fundamental role in statistics. In the last two decades, a tremendous effort has been made in developing flexible regression techniques such as generalized additive models(GAMs) with the aim of modelling the expected value of a response variable as a sum of smooth unspecified functions of predictors. Many nonparametric regression methodologies exist includinglocal-weighted regressionand smoothing splines. Here the focus is on penalized regression spline methods which can be viewed as a generalization of smoothing splines with a more flexible choice of bases and penalties. This thesis addresses three issues. First, the problem of model misspecification is treated by extending the instrumental variable approach to the GAM context. Second, we study the theoretical and empirical properties of the confidence intervals for the smooth component functions of a GAM. Third, we consider the problem of variable selection within this flexible class of models. All results are supported by theoretical arguments and extensive simulation experiments which shed light on the practical performance of the methods discussed in this thesis.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.527788  DOI: Not available
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