Adaptive Semiparametric Regression with Simultaneous Confidence Bands

Description

Based on package AdaptFit, fits semiparametric regression models with spatially adaptive penalized splines and computes simultaneous confidence bands. Particular differences to AdaptFit include the availability of simultaneous confidence bands and B-spline basis functions and different functionality of the plot function. However, random effects, autocorrelations and interaction surfaces are not supported. Further, only Gaussian responses are supported. Note that in contrast to AdaptFit, estimated curves are centered to have zero mean and dummies for categorical covariates are constructed automatically if a variable is given as factor. For computation of the critical value for simultaneous confidence bands based on Hotelling's volume-of-tube formula, some functions of the libtube library by Catherine Loader (see package locfit) are used. See the references for details on the construction of the confidence bands.

Details

Index:

asp2             Fit a semiparametric regression model with
                 spatially adaptive penalized
aspFormula       An asp formula
aspHetero        Estimate varying residual variance
fitted.asp       Fitted values for semiparametric regression.
plot.asp         Plots fitted curves or their derivatives
                 including simultaneous confidence bands
plot.scbm        Plots fitted curves in a scbm object
                 including simultaneous confidence bands
predict.asp      Semiparametric regression prediction.
residuals.asp    Residuals for semiparametric regression.
scbM             Calculate simultaneous confidence bands for
                 penalized splines
summary.asp      Semiparametric regression summary

The function asp2() is used to fit the model. Using the resulting asp object, fitted curves or their derivatives can be plotted with plot.asp and information on the parametric effects can be printed using summary.

Author(s)

Manuel Wiesenfarth and Tatyana Krivobokova

Maintainer: Manuel Wiesenfarth <m.wiesenfarth at dkfz de>

References

Krivobokova, T., Crainiceanu, C.M. and Kauermann, G. (2008)
Fast Adaptive Penalized Splines. Journal of Computational and Graphical Statistics, 17(1):1-20.

Krivobokova, T., Kneib, T., and Claeskens, G. (2010)
Simultaneous confidence bands for penalized spline estimators. Journal of the American Statistical Association, 105(490):852-863.

Wiesenfarth, M., Krivobokova, T., Klasen, S., Sperlich, S. (2012).
Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition. Journal of the American Statistical Association, 107(500): 1286-1296.

See Also

spm (package SemiPar), asp (package AdaptFit)

Results