Penalized regression with individual deviance effects

Perperoglou, Aris and Eilers, Paul H. C. (2010) Penalized regression with individual deviance effects. Computational Statistics, 25 (2). pp. 341-361. ISSN 0943-4062

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Abstract

The present work addresses the problem of model estimation and computations for discrete data when some covariates are modeled smoothly using splines. We propose to introduce and explicitly estimate individual deviance effects (one for each observation), constrained by a ridge penalty. This turns out to be an effective way to absorb model excess variation and detect systematic patterns. Large but very sparse systems of penalized likelihood equations have to be solved. We present fast and compact algorithms for fitting, estimation and computation of the effective dimension. Applications to counts, binomial, and survival data illustrate practical use of this model.

Item Type:	Article
Faculty \ School:	Faculty of Medicine and Health Sciences > Norwich Medical School
UEA Research Groups:	Faculty of Medicine and Health Sciences > Research Groups > Health Services and Primary Care
Depositing User:	Rhiannon Harvey
Date Deposited:	12 Apr 2011 14:54
Last Modified:	12 Jun 2023 12:33
URI:	https://ueaeprints.uea.ac.uk/id/eprint/29091
DOI:	10.1007/s00180-009-0180-x

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