Title | Automatic structure recovery for additive models. |
Publication Type | Journal Article |
Year of Publication | 2015 |
Authors | Wu, Yichao, and Leonard A. Stefanski |
Journal | Biometrika |
Volume | 102 |
Issue | 2 |
Pagination | 381-395 |
Date Published | 2015 Jun 02 |
ISSN | 0006-3444 |
Abstract | We propose an automatic structure recovery method for additive models, based on a backfitting algorithm coupled with local polynomial smoothing, in conjunction with a new kernel-based variable selection strategy. Our method produces estimates of the set of noise predictors, the sets of predictors that contribute polynomially at different degrees up to a specified degree , and the set of predictors that contribute beyond polynomially of degree . We prove consistency of the proposed method, and describe an extension to partially linear models. Finite-sample performance of the method is illustrated via Monte Carlo studies and a real-data example. |
DOI | 10.1093/biomet/asu070 |
Alternate Journal | Biometrika |
Original Publication | Automatic structure recovery for additive models. |
PubMed ID | 26146407 |
PubMed Central ID | PMC4487890 |
Grant List | P01 CA142538 / CA / NCI NIH HHS / United States R01 CA149569 / CA / NCI NIH HHS / United States |
Project: