Introduction Regression splines (parametric Smoothing splines (nonparametric) Introduction o We are discussing ways to estimate the regression function f. where E(yx)=f(x) o One approach is of course to assume that f has a certain shape,such as linear or quadratic,that can be estimated parametrically o We have also discussed locally weighted linear/polynomial models as a way of allowing f to be more flexible o An alternative,more direct approach is penalization Patrick Breheny STA 621:Nonparametric StatisticsIntroduction Regression splines (parametric) Smoothing splines (nonparametric) Introduction We are discussing ways to estimate the regression function f, where E(y|x) = f(x) One approach is of course to assume that f has a certain shape, such as linear or quadratic, that can be estimated parametrically We have also discussed locally weighted linear/polynomial models as a way of allowing f to be more flexible An alternative, more direct approach is penalization Patrick Breheny STA 621: Nonparametric Statistics