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- W2045955829 abstract "Maximum penalized likelihood estimation is applied in non(semi)-para-metric regression problems, and enables us exploratory identification and diagnostics of nonlinear regression relationships. The smoothing parameter A controls trade-off between the smoothness and the goodness-of-fit of a function. The method of cross-validation is used for selecting A, but the generalized cross-validation, which is based on the squared error criterion, shows bad be¬havior in non-normal distribution and can not often select reasonable A. The purpose of this study is to propose a method which gives more suitable A and to evaluate the performance of it. A method of simple calculation for the delete-one estimates in the likeli¬hood-based cross-validation (LCV) score is described. A score of similar form to the Akaike information criterion (AIC) is also derived. The proposed scores are compared with the ones of standard procedures by using data sets in liter¬atures. Simulations are performed to compare the patterns of selecting A and overall goodness-of-fit and to evaluate the effects of some factors. The LCV-scores by the simple calculation provide good approximation to the exact one if λ is not extremeiy smaii Furthermore the LCV scores by the simple size it possible to select X adaptively They have the effect, of reducing the bias of estimates and provide better performance in the sense of overall goodness-of fit. These scores are useful especially in the case of small sample size and in the case of binary logistic regression." @default.
- W2045955829 created "2016-06-24" @default.
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- W2045955829 date "1999-01-01" @default.
- W2045955829 modified "2023-09-25" @default.
- W2045955829 title "Likelihood-based cross-validation score for selecting the smoothing parameter in maximum penalized likelihood estimation" @default.
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- W2045955829 doi "https://doi.org/10.1080/03610929908832379" @default.
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