PubMed · 17067421
Simple and multiple P-splines regression with shape constraints.
Abstract
In many research areas, especially within social and behavioural sciences, the relationship between predictor and criterion variables is often assumed to have a particular shape, such as monotone, single-peaked or U-shaped. Such assumptions can be transformed into (local or global) constraints on the sign of the nth-order derivative of the functional form. To check for such assumptions, we present a non-parametric regression method, P-splines regression, with additional asymmetric discrete penalties enforcing the constraints. We show that the corresponding loss function is convex and present a Newton-Raphson algorithm to optimize. Constrained P-splines are illustrated with an application on monotonicity-constrained regression with both one and two predictor variables, using data from research on the cognitive development of children.
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Kaatje Bollaerts, Paul H C Eilers, Iven van Mechelen. 2006. Simple and multiple P-splines regression with shape constraints.. https://doi.org/10.1348/000711005x84293
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