# Chapter 4 Introduction {mod_intro}

Some *significant* applications are demonstrated in this chapter.

## 4.1 Example one

## 4.2 Generalized additive models

splines

- A cubic spline is a piecewise polynomial with the property of being continuously differentiable until second order.
- The number of knots act as an smoothing parameter in unpenalized splines.
- Knots defined based on the quantiles of the data make the spline flexible in dense areas and less flexible in sparse areas, which is desirable.
- In general, it is more appropiate to select more knots than expected and use a penalty term to control for smothness avoiding the need to select number of knots.
- For \(l\) knots and degree \(r\), the space of polynomial splines is a vector space with dimension equals to the number of
**free parameters**. \(l-1\) polynomial functions of degree \(r\) have \((r+1)(l-1)\) parameters. The condition of \(r-1\) times continuously differentiable generate \(r\) constrains for all the \(l-2\) inside knots. Then, the number of**free parameters**is \((r+1)(l-1) - r(l-2) = r+l-1\). - Natural splines assumes that the curvature, the second derivative, at the first and last knot is zero. Then, a natural cubic spline will have \(l\) free parameters.

Simon Wood 2016

B-splines, whose construction from polynomial pieces gives them many attractive computational properties, as described by de Boor (1978). 2016 donnell

## 4.3 GAM

- smoothing bases
- natural cubic splines are smoothest interpolators
- cubic smoothing splines
- cubic regression splines
- cyclic cubic regression spline
- p-splines
- thin plate regression splines
- tensor products smooths

- polynomial spline
- cubic spline
- on each data

- regression spline
- on knots evenly spaced or with quantiles
- penalizing to avoid overfitting
- for \(\lambda\) known, it is still a augmented linear model
- select \(\lambda\) with ordinary cross validation
- computational and invariante advante og generalized cross validation
- Implementation
- initialize lambda
- given lambda, obtain beta
- compute gcv, and interate with previous step
- Identifiability, constrain one the rest of intercept parameters to zero.

## 4.4 GAM

- penalized likelihood maximization
- no simple trick to produce an unpenalized glm whose likelihood is equivalent to the penalized likelihood of the GAM
- penalized iteratively re-weighted least squares
- The suggestion of representing GAMs using spline like penalized regression smoothers was made in section 9.3.6 of Hastie and Tibshirani (1990)

## 4.5 Practice MGCV

### 4.5.1 Basics of gam model

- When the relationship is almost linear \(df = 1\), the confidence interval are zero when the estimates is zero due to the identifiability constrain. This restriction sets the mean value of \(f\) to zero, such as there is no uncertainty when \(f = 0\).
- The points on the smoothed effects are just the partial residual, which simple are the Pearson residuals plus the smooth function for the corresponding covariate being plotted.
- Considering an initial model with \(k_1\) knots and \(df<k_1 -1\); then, increasing the number of knot to \(k_2\), can modified the number of effective degrees of freedom. It happens because different subspace of functions are obtained when \(k=k_1\) or \(k+k_2\) for a particular \(df\).
- Smoother functions can be obtained introducing and additional parameter to the GCV score \(\gamma\). For example, \(\gamma = 1.4\) is suggested to avoid overfitting without compromising model fit.

### 4.5.2 Smoothing several variables

- We can use thin plate regression spline or tensor products.