TITLE:
Hierarchical Penalized Mixed Model
AUTHORS:
A. W. Ndung’u, S. Mwalili, L. Odongo
KEYWORDS:
Penalized Splines, Mixed Model, Smoothing Parameter
JOURNAL NAME:
Open Journal of Statistics,
Vol.9 No.6,
November
28,
2019
ABSTRACT: Penalized spline has been a popular method for estimating an unknown function
in the non-parametric regression due to their use of low-rank spline bases, which make
computations tractable. However its performance is poor when estimating
functions that are rapidly varying in some regions and are smooth in other
regions. This is contributed by the use of a global smoothing parameter that
provides a constant amount of smoothing across the function. In order to make
this spline spatially adaptive we have introduced hierarchical penalized
splines which are obtained by modelling the global smoothing parameter as
another spline.