2009
DOI: 10.1007/s00180-009-0180-x
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Penalized regression with individual deviance effects

Abstract: The present work addresses the problem of model estimation and computations for discrete data when some covariates are modeled smoothly using splines. We propose to introduce and explicitly estimate individual deviance effects (one for each observation), constrained by a ridge penalty. This turns out to be an effective way to absorb model excess variation and detect systematic patterns. Large but very sparse systems of penalized likelihood equations have to be solved. We present fast and compact algorithms for… Show more

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Cited by 19 publications
(14 citation statements)
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References 29 publications
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“…Although this is a large system of equations, it is well structured and should not cause any problems in programming and estimation. Moreover, Perperoglou and Eilers (2010) and Eilers et al (2006) suggest some computational tricks to make estimation even easier.…”
Section: Survival With Poisson Regressionmentioning
confidence: 99%
“…Although this is a large system of equations, it is well structured and should not cause any problems in programming and estimation. Moreover, Perperoglou and Eilers (2010) and Eilers et al (2006) suggest some computational tricks to make estimation even easier.…”
Section: Survival With Poisson Regressionmentioning
confidence: 99%
“…These different viewpoints allow for the use of an algorithm that was first suggested by [17] to estimate the variance of the random effect in a random effects model. Variations of the algorithm have also been published in [6,7].…”
Section: Penalty Optimizationmentioning
confidence: 99%
“…We view penalized splines as random effects whose variance depends on the penalty weight. This is not a completely new approach but has only been applied to one dimension before (see [5][6][7][8]). We will revise the algorithm and extend it to apply to two dimensional smoothing.…”
Section: Introductionmentioning
confidence: 99%
“…As a solution for the overdispersion problem, we propose to introduce individual random effects for the logarithms of the expected values, one for each group count. This can be viewed as an adaptation of the PRIDE ('penalized regression with individual deviance ef-195 fects') approach given by Perperoglou and Eilers (2010) and Lee and Durbán (2009). Here, we develop this idea under the CLMM framework; thus we will refer to this approach throughout the paper as CLMM-P.…”
Section: Overdispersionmentioning
confidence: 99%
“…This extension allow us to analyse the distribution of mortality rates (disease incidence, fertility or others vital rates) in a finer spatial resolution than the original, under the modest assumption of smoothness. Moreover, it implies an improvement over previous related works ( Lee and Durbán, 2009;Perperoglou and Eilers, 2010) in terms of the visualization of the underlying mortality 125 risk (the previous cited works only give mortality risk estimates for each unit, while our approach provides a mortality risk surface across coarse units) and the incorporation of fine-scale information in the mortality risk estimation. We also choose to represent the PCLM as a mixed model.…”
mentioning
confidence: 92%