2023/06/12 by Robert L. Obenchain, Obenchain, Robert L.
Mathematics · Engineering · #Advanced Statistical Methods and Models #Fault Detection and Control Systems #Statistical and numerical algorithms
paper · pdf · doi:10.48550/arxiv.2306.07396
A Two-Stage approach is described that literally "straighten outs" any potentially nonlinear relationship between a y-outcome variable and each of p = 2 or more potential x-predictor variables. The y-outcome is then predicted from all p of these "linearized" spline-predictors using the form of Generalized Ridge Regression that is most likely to yield minimal MSE risk under Normal distribution-theory. These estimates are then compared and contrasted with those from the Generalized Additive Model that uses the same x-variables.