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Han, Sung Wan; Mesquita, Rickson C.; Busch, Theresa M.; Putt, Mary E.

A method for choosing the smoothing parameter in a semi-parametric model for detecting change-points in blood flow. (English) Zbl 1514.62612

J. Appl. Stat. 41, No. 1, 26-45 (2014).
Summary: In a smoothing spline model with unknown change-points, the choice of the smoothing parameter strongly influences the estimation of the change-point locations and the function at the change-points. In a tumor biology example, where change-points in blood flow in response to treatment were of interest, choosing the smoothing parameter based on minimizing generalized cross-validation (GCV) gave unsatisfactory estimates of the change-points. We propose a new method, aGCV, that re-weights the residual sum of squares and generalized degrees of freedom terms from GCV. The weight is chosen to maximize the decrease in the generalized degrees of freedom as a function of the weight value, while simultaneously minimizing aGCV as a function of the smoothing parameter and the change-points. Compared with GCV, simulation studies suggest that the aGCV method yields improved estimates of the change-point and the value of the function at the change-point.

Cited in 2 Documents

MSC:

62-XX Statistics

Keywords:

change-points; smoothing spline; partial spline; generalized cross-validation; generalized degrees of freedom

Software:

SemiPar; Joinpoint
Cite Review PDF
Full Text: DOI Link

References:

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