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Partial and interaction spline models. (English) Zbl 0704.62054
Bayesian statistics 3, Proc. 3rd Valencia Int. Meet., Altea/Spain 1987, 479-491 (1988).
Summary: [For the entire collection see Zbl 0702.00028.]
A partial spline model is a model for a response as a function of variables, which is the sum of a “smooth” function of several variables and a parametric function of the same plus possibly some other variables. Partial spline models in one and several variables, with direct and indirect data, with Gaussian errors and as an extension of GLIM to partially penalized GLIM models are described. Application to the modelling of change of regime in several variables is described. Interaction splines are introduced and described and their potential use for modelling nonlinear interactions between variables by semiparametric methods is noted. Reference is made to recent work in efficient computational methods.

MSC:
62J99 Linear inference, regression