Smoothing spline ANOVA models for large data sets with Bernoulli observations and the randomized GACV

• 成果类型: Article
• 署名作者: Lin, XW; Wahba, G; Xiang, D; Gao, FY; Klein, R; Klein, B
• 署名单位: University of Wisconsin System; University of Wisconsin Madison; SAS Institute Inc; University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 2000
• 页码: 1570-1600
• 关键词: bayesian confidence-intervals; age-related maculopathy; regression; progression

摘要

We propose the randomized Generalized Approximate Cross Validation (ranGACV) method for choosing multiple smoothing parameters in penalized likelihood estimates for Bernoulli data. The method is intended for application with penalized likelihood smoothing spline ANOVA models. In addition we propose a class of approximate numerical methods for solving the penalized likelihood variational problem which, in conjunction with the ranGACV method allows the application of smoothing spline ANOVA models with Bernoulli data to much larger data sets than previously possible. These methods are based on choosing an approximating subset of the natural (representer) basis functions for the variational problem. Simulation studies with synthetic data, including synthetic data mimicking demographic risk factor data sets is used to examine the properties of the method and to compare the approach with the GRKPACK code of Wang (1997c). Bayesian confidence intervals are obtained for the fits and are shown in the simulation studies to have the across the function property usually claimed for these confidence intervals. Finally the method is applied to an observational data set from the Beaver Dam Eye study, with scientifically interesting results.