Abstract #300961

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2002 Program page
JSM 2002 Abstract #300961
Activity Number: 101
Type: Topic Contributed
Date/Time: Monday, August 12, 2002 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract - #300961
Title: Is Cp an Empirical Bayes Method for Smoothing Parameter Choice?
Author(s): Samuel Kou*+
Affiliation(s): Harvard University
Address: Science Center 6th Floor, Cambridge, Massachusetts, 02138, USA
Keywords: Generalized Maximum Likelihood ; MLE ; exponential family ; inverse Gaussian distribution
Abstract:

The Cp selection criterion is a popular method to choose the smoothing parameter in spline regression. Another widely used method is the Generalized Maximum Likelihood (GML) derived from a normal-theory empirical Bayes framework. These two seemingly unrelated methods have been shown, in Efron (2001) and Kou and Efron (2001), to be actually closely connected. Because of this close relationship, the current paper studies whether Cp could also have an empirical Bayes interpretation as GML does. It is shown that this is not possible. In addition, necessary conditions for a selection criterion to have an empirical Bayes interpretation are given.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2002 program

JSM 2002

For information, contact meetings@amstat.org or phone (703) 684-1221.

If you have questions about the Continuing Education program, please contact the Education Department.

Revised March 2002