Penalized spline has largely been
applied in many research studies not limited to disease modeling and
epidemiology. However, due to spatial heterogeneity of the data because
different smoothing parameter leads to different amount of smoothing in
different regions the penalized spline has not been exclusively appropriate to
fit the data. The study assessed the properties of penalized spline
hierarchical model; the hierarchy penalty improves the fit as well as the
accuracy of inference. The simulation demonstrates the potential
benefits of using the hierarchical penalty, which is obtained by modelling the
global smoothing parameter as another spline. The results showed that mixed
model with penalized hierarchical penalty had a better fit than the mixed model
without hierarchy this was demonstrated by the rapid convergence of the model
posterior parameters and the smallest DIC value of the model. Therefore
hierarchical model with fifteen sub-knots provides a better fit of the data.
References
[1]
Eilers, P.H.C. and Marx, B.D. (1996) Flexible Smoothing with B-Splines and Penalties. Statistical Science, 11, 89-121. https://doi.org/10.1214/ss/1038425655
[2]
Ruppert, D. (2002) Selecting the Number of Knots for Penalized Splines. Journal of Computational and Graphical Statistics, 11, 735-757.
https://doi.org/10.1198/106186002853
[3]
Pinheiro, J.C. and Bates, D.M. (1995) Approximations to the Loglikelihood Function in the Nonlinear Mixed-Effects Model. Journal of Computational and Graphical Statistics, 4, 12-35. https://doi.org/10.1080/10618600.1995.10474663
[4]
Wahba, G., Wang, Y.D., Gu, C., Klein, R., Klein, B., et al. (1995) Smoothing spline Anova for Exponential Families, with Application to the Wisconsin Epidemiological Study of Diabetic Retinopathy: The 1994 Neyman Memorial Lecture. The Annals of Statistics, 23, 1865-1895. https://doi.org/10.1214/aos/1034713638
[5]
Fan, J.Q. and Gijbels, I. (1995) Data-Driven Bandwidth Selection in Local Polynomial Fitting: Variable Bandwidth and Spatial Adaptation. Journal of the Royal Statistical Society: Series B (Methodological), 57, 371-394.
https://doi.org/10.1111/j.2517-6161.1995.tb02034.x
[6]
Silverman, B.W. (1984) Spline Smoothing: The Equivalent Variable Kernel Method. The Annals of Statistics, 12, 898-916. https://doi.org/10.1214/aos/1176346710
[7]
Brockmann, H. and Klein, T. (2004) Love and Death in Germany: The Marital Biography and Its Effect on Mortality. Journal of Marriage and Family, 66, 567-581.
https://doi.org/10.1111/j.0022-2445.2004.00038.x
[8]
Donoho, D.L. and Johnstone, J.M. (1994) Ideal Spatial Adaptation by Wavelet Shrinkage. Biometrika, 81, 425-455. https://doi.org/10.1093/biomet/81.3.425
[9]
Faucett, C.L. and Thomas, D.C. (1996) Simultaneously Modelling Censored Survival Data and Repeatedly Measured Covariates: A Gibbs Sampling Approach. Statistics in Medicine, 15, 1663-1685.
https://doi.org/10.1002/(SICI)1097-0258(19960815)15:15<1663::AID-SIM294>3.0.CO;2-1
[10]
Luo, Z. and Wahba, G. (1997) Hybrid Adaptive Splines. Journal of the American Statistical Association, 92, 107-116.
https://doi.org/10.1080/01621459.1997.10473607
[11]
DiMatteo, I., Genovese, C.R. and Kass, R.E. (2001) Bayesian Curve-Fitting with Free-Knot Splines. Biometrika, 88, 1055-1071.
https://doi.org/10.1093/biomet/88.4.1055
[12]
Zhou, S.G. and Shen, X.T. (2001) Spatially Adaptive Regression Splines and Accurate Knot Selection Schemes. American Statistical Association, 96, 247-259.
https://doi.org/10.1198/016214501750332820
[13]
Wood, S.A., Jiang, W.X. and Tanner, M. (2002) Bayesian Mixture of Splines for Spatially Adaptive Nonparametric Regression. Biometrika, 89, 513-528.
https://doi.org/10.1093/biomet/89.3.513
[14]
Miyata, S. and Shen, X.T. (2003) Adaptive Free-Knot Splines. Computational and Graphical Statistics, 12, 197-213. https://doi.org/10.1198/1061860031284
[15]
Liu, Z.Y. and Guo, W.S. (2010) Data driven adaptive spline smoothing. Statistica Sinica, 20, 1143-1163.
[16]
Baladandayuthapani, V., Mallick, B.K. and Carroll, R.J. (2005) Spatially Adaptive Bayesian Penalized Regression Splines (P-Splines). Journal of Computational and Graphical Statistics, 14, 378-394. https://doi.org/10.1198/106186005X47345
[17]
Krivobokova, T., Crainiceanu, C.M. and Kauermann, G. (2008) Fast Adaptive Penalized Splines. Journal of Computational and Graphical Statistics, 17, 1-20.
https://doi.org/10.1198/106186008X287328
[18]
Cox, D.R. (1972) Regression Models and Life-Tables. Journal of the Royal Statistical Society: Series B (Methodological), 34, 187-202.
https://doi.org/10.1111/j.2517-6161.1972.tb00899.x
[19]
Chen, Q.X., Wu, H.Y., Ware, L.B. and Koyama, T. (2014) A Bayesian Approach for the Cox Proportional Hazards Model with Covariates Subject to Detection Limit. International Journal of Statistics in Medical Research, 3, 32-43.
https://doi.org/10.6000/1929-6029.2014.03.01.5
[20]
Liu, L., Ma, J.Z. and O’Quigley, J. (2008) Joint Analysis of Multi-Level Repeated Measures Data and Survival: An Application to the End Stage Renal Disease (ESRD) Data. Statistics in Medicine, 27, 5679-5691. https://doi.org/10.1002/sim.3392
[21]
Cantoni, E. and Hastie, T. (2002) Degrees-of-Freedom Tests for Smoothing Splines. Biometrika, 89, 251-263. https://doi.org/10.1093/biomet/89.2.251
[22]
Ndung’u, A.W., Mwalili, S. and Odongo, L. (2019) Hierarchical Penalized Mixed Model. Open Journal of Statistics, 9, 657-663.
https://doi.org/10.4236/ojs.2019.96042
[23]
Chib, S. and Greenberg, E. (1995) Hierarchical Analysis of Sur Models with Extensions to Correlated Serial Errors and Timevarying Parameter Models. Journal of Econometrics, 68, 339-360. https://doi.org/10.1016/0304-4076(94)01653-H
[24]
Kazembe, L.N., Chirwa, T.F., Simbeye, J.S. and Namangale, J.J. (2008) Applications of Bayesian Approach in Modelling Risk of Malaria-Related Hospital Mortality. BMC Medical Research Methodology, 8, Article No. 6.
https://doi.org/10.1186/1471-2288-8-6
[25]
Eilers, P.H.C. and Marx, B.D. (2004) Splines, Knots, and Penalties. WIREs Computational Statistics, 2, 637-353. https://doi.org/10.1002/wics.125