Year: 2023
Type: preprint
Abstract: A Two-Stage approach is described that literally "straighten outs" any potentially nonlinear relationship between a y-outcome variable and each of p = 2 or more potential x-predictor variables. The y-outcome is then predicted from all p of these "linearized" spline-predictors using the form of Generalized Ridge Regression that is most likely to yield minimal MSE risk under Normal distribution-theory. These estimates are then compared and contrasted with those from the Generalized Additive Model that uses the same x-variables.
Source: arXiv (Cornell University)
Author: Obenchain, Robert L.
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4380687211