Practical variable selection for generalized additive models

DOI10.1016/j.csda.2011.02.004zbMath1328.62475OpenAlexW2021436645WikidataQ59410299 ScholiaQ59410299MaRDI QIDQ901636

Simon N. Wood, Giampiero Marra

Publication date: 12 January 2016

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.02.004

zbMATH Keywords

generalized additive modelnonnegative garrote estimatorpenalized thin plate regression splinepractical variable selectionshrinkage smoother

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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Uses Software

• R
• gamair

Cites Work

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