Data-driven selection of the spline dimension in penalized spline regression

摘要

A number of criteria exist to select the penalty in penalized spline regression, but the selection of thennumber of spline basis functions has receivedmuch less attention in the literature.We propose a likelihoodbasedncriterion to select the number of basis functions in penalized spline regression. The criterion is easynto apply and we describe its theoretical and practical properties.