Material Detail

Nonnegative garrote in additive models using P-splines

Nonnegative garrote in additive models using P-splines

This video was recorded at Workshop on Sparsity and Inverse Problems in Statistical Theory and Econometrics, Berlin 2008. The nonnegative garrote method was proposed as a variable selection method by Breiman (1995). In this talk we consider additive modeling and apply the nonnegative garrote method for selecting among the d independent variables. For initial estimation of the d unknown univariate functions, we use P-splines estimation (Eilers & Marx (1996)) and backfitting is applied to deal with the additive modeling. We compare the pro- posed method involving P-splines with some other methods for additive models. The finite sample performance of the procedure is investigated via a simulation study and an illustration with real data is provided.


  • User Rating
  • Comments
  • Learning Exercises
  • Bookmark Collections
  • Course ePortfolios
  • Accessibility Info

More about this material


Log in to participate in the discussions or sign up if you are not already a MERLOT member.