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A short introduction to splines in least squares regression analysis
Kagerer, Kathrin (2013) A short introduction to splines in least squares regression analysis. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 472, Working Paper, University of Regensburg, Faculty of Business, Economics and Management Information Systems, Regensburg.Veröffentlichungsdatum dieses Volltextes: 03 Apr 2013 11:43
Monographie
DOI zum Zitieren dieses Dokuments: 10.5283/epub.27968
Zusammenfassung
Splines are an attractive way of flexibly modeling a regression curve since their basis functions can be included like ordinary covariates in regression settings. An overview of least squares regression using splines is presented including many graphical illustrations and comprehensive examples. Starting from two bases that are widely used for constructing splines, three different variants of ...
Splines are an attractive way of flexibly modeling a regression curve since their basis functions can be included like ordinary covariates in regression settings. An overview of least squares regression using splines is presented including many graphical illustrations and comprehensive examples. Starting from two bases that are widely used for constructing splines, three different variants of splines are discussed: simple regression splines, penalized splines and smoothing splines. Further, restrictions such as monotonicity constraints are considered. The presented spline variants are illustrated and compared in a bivariate and a multivariate example with well-known data sets. A brief computational guide for practitioners using the open-source software R is given.
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| Dokumentenart | Monographie (Working Paper) | ||||||
| Verlag: | University of Regensburg, Faculty of Business, Economics and Management Information Systems | ||||||
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| Ort der Veröffentlichung: | Regensburg | ||||||
| Schriftenreihe der Universität Regensburg: | Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft | ||||||
| Band: | 472 | ||||||
| Datum | 28 März 2013 | ||||||
| Institutionen | Wirtschaftswissenschaften > Institut für Volkswirtschaftslehre und Ökonometrie > Lehrstuhl für Ökonometrie (Prof. Dr. Rolf Tschernig) | ||||||
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| Stichwörter / Keywords | B-spline, truncated power basis, derivative, monotonicity, penalty, smoothing spline, R | ||||||
| Dewey-Dezimal-Klassifikation | 300 Sozialwissenschaften > 330 Wirtschaft | ||||||
| Status | Unbekannt / Keine Angabe | ||||||
| Begutachtet | Nein, diese Version wurde noch nicht begutachtet (bei preprints) | ||||||
| An der Universität Regensburg entstanden | Ja | ||||||
| URN der UB Regensburg | urn:nbn:de:bvb:355-epub-279689 | ||||||
| Dokumenten-ID | 27968 |
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