Generalized Linear Additive Smooth Structures
提出一种在广义线性模型框架下同时处理多种预测变量的实用方法，包括平滑加性、变系数和信号成分，通过B样条和惩罚似然实现灵活且高效的估计，避免传统算法中的复杂步骤。
This article proposes a practical modeling approach that can accommodate a rich variety of predictors, united in a generalized linear model (GLM) setting. In addition to the usual ANOVA-type or covariatelinear (L) predictors, we consider modeling any combination of smooth additive (G) components, varying coefficient (V) components, and (discrete representations of) signal (S) components. We assume that G is, and the coefficients of V and S are, inherently smooth—projecting each of these onto B-spline bases using a modest number of equally spaced knots. Enough knots are used to ensure more flexibility than needed; further smoothness is achieved through a difference penalty on adjacent B-spline coefficients (P-splines). This linear re-expression allows all of the parameters associated with these components to be estimated simultaneously in one large GLM through penalized likelihood. Thus, we have the advantage of avoiding both the backfitting algorithm and complex knot selection schemes. We regulate the flexibility of each component through a separate penalty parameter that is optimally chosen based on cross-validation or an information criterion.