Analysis of Factors Influencing Smoothing Parameter in Semiparametric Model
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Abstract
Many methods can be used to determine smoothing parameters in semiparametric model,but smoothing parameters vary with these methods for the same model.After comparative analysis of the L-Curve,GCV(Generalize Cross Validation) and virtual observational approach,the factors influencing smoothing parameter are studied by simulated example.Smoothing parameters have a close relation with signal-to-noise ratio.When the signal-to-noise ratio increases,variation trend of smoothing parameters is different.The best method determining smoothing parameters in different situations is different.
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