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ConfBands

swMATH ID: 12330
Software Authors: Krivobokova, Tatyana; Kneib, Thomas; Claeskens, Gerda
Description: Simultaneous confidence bands for penalized spline estimators. In this article, we construct simultaneous confidence bands for a smooth curve using penalized spline estimators. We consider three types of estimation methods: (a) as a standard (fixed effect) nonparametric model, (b) using the mixed-model framework with the spline coefficients as random effects, and (c) a full Bayesian approach. The volume-of-tube formula is applied for the first two methods and compared with Bayesian simultaneous confidence bands from a frequentist perspective. We show that the mixed-model formulation of penalized splines can help obtain, at least approximately, confidence bands with either Bayesian or frequentist properties. Simulations and data analysis support the proposed methods. The R package ConfBands accompanies the article.
Homepage: http://www.tandfonline.com/doi/abs/10.1198/jasa.2010.tm09165
Dependencies: R
Related Software: SemiPar; gamair; GAMLSS; R; fda (R); BayesX; AdaptFitOS; gss; ElemStatLearn; Fahrmeir; mgcv; sdPrior; spikeSlabGAM; SiZer; FoSIntro; WFMM; pffr; fdasrvf; FDboost; BayesDA
Cited in: 34 Publications

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