[R] need help with smooth.spline

[Liaw, Andy]

The strange thing (to me, and to Carlisle) is the behavior of
predict.smooth.spline() on the data he posted:  part of the predictions are
way off from the data.  If one just plot prediction at the input data, it
looks just fine.  What am I missing?

Andy

> From: Roger Koenker [mailto:roger at ysidro.econ.uiuc.edu] 
> 
> If one repeats the experiments in Craven and Wahba, the paper that
> "invented" GCV you find, or at least I found, when I tried to do this
> some years ago,  that GCV fails in about 10%
> of cases rather catastrophically, and this is a fairly innocuous
> setting.  So one way to interpret Brian's comment would be that maybe
> it is GCV that is failing, and another choice of lambda might 
> do better.
> 
> Obviously, Brian can interpret for himself.  I would only add 
> that in cases
> where you really want something with sharp breaks in derivatives then
> then the usual L_2 roughness penalties are not very 
> appropriate however
> you choose to do the smoothing.
> 
> url:	www.econ.uiuc.edu/~roger/my.html	Roger Koenker
> email	rkoenker at uiuc.edu			Department of Economics
> vox: 	217-333-4558				University of Illinois
> fax:   	217-244-6678				
> Champaign, IL 61820
> 
> 
> 
> 


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