Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Pliable regression spline estimator using auxiliary variables

  • Oh, Jae-Kwon (Department of Information Statistics, Chungbuk National University) ;
  • Jhong, Jae-Hwan (Department of Information Statistics, Chungbuk National University)
  • Received : 2021.04.15
  • Accepted : 2021.08.05
  • Published : 2021.09.30
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Abstract

We conducted a study on a regression spline estimator with a few pre-specified auxiliary variables. For the implementation of the proposed estimators, we adapted a coordinate descent algorithm. This was implemented by considering a structure of the sum of the residuals squared objective function determined by the B-spline and the auxiliary coefficients. We also considered an efficient stepwise knot selection algorithm based on the Bayesian information criterion. This was to adaptively select smoothly functioning estimator data. Numerical studies using both simulated and real data sets were conducted to illustrate the proposed method's performance. An R software package psav is available.

Keywords

Acknowledgement

This research was supported by Chungbuk National University Korea National University Development Project (2020).

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