Estimating Regression Function of Multi-response Semiparametric Regression Model Using Smoothing Spline

Abstract

The article describes a new estimation method of regression functions in a multi-response semiparametric regression model based on smoothing spline. The multi-response semiparametric regression model is a combined model between a parametric regression model and a nonparametric regression model, where there is a correlation between responses. The proposed estimation method enhances the flexibility of the multi-response semiparametric regression model by combining a goodness of fit function and a penalty function to calculate an estimation which not only considers the goodness of fitting of the model, but also the smoothness of the estimation model curve. The optimal trade-off between goodness and smoothness can be achieved by selecting the optimal smoothing parameters. The article discusses a theoretically proposed method for estimating this multi-response semiparametric regression model regression function of parametric and nonparametric components. We use the weighted least squares method to estimate the parametric component parameters, we determine the goodness of fit and penalty functions using the reproducing kernel Hilbert space method, and then take the result of penalized weighted least squares optimization to obtain an estimate of the nonparametric component. The new research results are a weighted least squares estimator of parameters of parametric components, and a weighted partial smoothing spline estimator of the nonparametric component. The result shows that the estimated multi-response semiparametric regression model is linear to the observation, and is a combination of the estimations of the parametric and nonparametric components. The research results of the estimation of this model can be applied to medical fields for predictive purposes.