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raewdy
Level III

CV, GCV & smoothing parameter (alpha) in p-spline?

Hi everyone

please; how to calculate CV, GCV & smoothing parameter (alpha)

in penalized spline regression?

 

regards; 

Řaëd ~✍
4 REPLIES 4
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Re: CV, GCV & smoothing parameter (alpha) in p-spline?

If you are referring to the P-spline models in the Functional Data Explorer, they are related to the multiple adaptive regressions splines. The GCV and penalty are described on that page.

 

See also JMP > Books > Predictive and Specialized Modeling > Functional Data Explorer.

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raewdy
Level III

Re: CV, GCV & smoothing parameter (alpha) in p-spline?

Dear sir:
in the below shortcut, how to obtain of GCV and Smoothing parameter (with bandwidth auto-selected)
please, if you can help me.

I can do this in SAS & R (but I can't in Jmp pro 14.3).


best regards
Řaëd ~✍
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raewdy
Level III

Re: CV, GCV & smoothing parameter (alpha) in p-spline?

2019-09-24_LI (3).jpg

 

Řaëd ~✍
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Re: CV, GCV & smoothing parameter (alpha) in p-spline?

First of all, splines model continuous data. Your response is obviously dichotomous, so you should use a method based on the binomial distribution such as logistic regression or the generalized linear model.

 

The measures that you asked about (e.g., GCV) are not available in the Bivariate platform. They are not available from Fit Least Squares either.

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