Seminar Notice
Statistical Laboratory
Iowa State University
DATE AND TIME: Monday, April 18, 2005, 4:10 p.m.
PLACE: 319 Snedecor
SPEAKER: David Ruppert, Cornell University, Ithaca, NY
TITLE: Semiparametric Modeling, Penalized Splines, and Mixed
Models
ABSTRACT
A semiparametric model combines parametric and nonparametric components,
where the latter are functions whose shapes are not confined to a
low-dimensional family. Penalized splines model these nonparametric
components using a fixed, pre-determined basis. Overfitting is prevented
by a roughness penalty, and penalized spline include classical smoothing splines
as a special case. A penalized spline estimator can be viewed as a BLUP in
a mixed model or as an empirical Bayes estimator. The mixed model
viewpoint is especially convenient for applications because of its conceptual
simplicity and because it allows use of readily available software.
Additive models, single-index models, and nonlinear regression models can be fit
relatively simply. Penalized spline methods are the most effective methods
known for nonparametric regression with covariate measurement errors.
Penalized splines are very effective for nonparametric random effects models,
e.g., longitudinal data where each subject has his/her own curve.
COFFEE: 3:45 p.m., 104 Snedecor Hall
Jeanette La Grange
Department of Statistics
102 Snedecor
Iowa State University
Ames, IA 50010-1210
515 294-3440 (office)
515 294-4040 (fax)