Aerts, Marc; Hens, Niel; Simonoff, Jeffrey - In: Journal of Applied Statistics 37 (2010) 9, pp. 1455-1472
In this paper, we investigate the effect of pre-smoothing on model selection. Christobal et al 6 showed the beneficial effect of pre-smoothing on estimating the parameters in a linear regression model. Here, in a regression setting, we show that smoothing the response data prior to model...