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Article . 2022 . Peer-reviewed
License: CC BY
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Article . 2022
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Robust Permutation Tests for Penalized Splines

Authors: Nathaniel E. Helwig;

Robust Permutation Tests for Penalized Splines

Abstract

Penalized splines are frequently used in applied research for understanding functional relationships between variables. In most applications, statistical inference for penalized splines is conducted using the random effects or Bayesian interpretation of a smoothing spline. These interpretations can be used to assess the uncertainty of the fitted values and the estimated component functions. However, statistical tests about the nature of the function are more difficult, because such tests often involve testing a null hypothesis that a variance component is equal to zero. Furthermore, valid statistical inference using the random effects or Bayesian interpretation depends on the validity of the utilized parametric assumptions. To overcome these limitations, I propose a flexible and robust permutation testing framework for inference with penalized splines. The proposed approach can be used to test omnibus hypotheses about functional relationships, as well as more flexible hypotheses about conditional relationships. I establish the conditions under which the methods will produce exact results, as well as the asymptotic behavior of the various permutation tests. Additionally, I present extensive simulation results to demonstrate the robustness and superiority of the proposed approach compared to commonly used methods.

Keywords

nonparametric methods, Statistics, smoothing and nonparametric regression, generalized ridge regression, randomization tests, penalized least squares, HA1-4737

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
gold