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We study the asymptotic behaviour of penalized spline estimators in the univariate case. We use B-splines and a penalty is placed on mth-order differences of the coefficients. The number of knots is assumed to converge to infinity as the sample size increases. We show that penalized splines...
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The Seychelles Child Development Study (SCDS) examines the effects of prenatal exposure to methylmercury on the functioning of the central nervous system. The SCDS data include 20 outcomes measured on 9-year-old children that can be classified broadly in four outcome classes or "domains":...
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This paper provides an overview of the evolution of income inequality and poverty in China from 1987 to 2002, documenting significant increases of inequality within China's urban and rural populations. In rural areas, increased inequality is primarily related to the disequalizing role of...
Persistent link: https://www.econbiz.de/10005696363
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This paper considers estimation and inference for varying-coefficient models with nonstationary regressors. We propose a nonparametric estimation method using penalized splines, which achieves the same optimal convergence rate as kernel-based methods, but enjoys computation advantages. Utilizing...
Persistent link: https://www.econbiz.de/10011277263
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Penalized splines can be viewed as BLUPs in a mixed model framework, which allows the use of mixed model software for smoothing. Thus, software originally developed for Bayesian analysis of mixed models can be used for penalized spline regression. Bayesian inference for nonparametric models...
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