We consider additive models with k smooth terms and correlated errors, and use the penalised spline approach of Eilers & Marx (1996) to estimate the smooth functions. We obtain explicit expressions for the hat-matrix of the model and each individual curve. P-splines are represented as mixed models and REML is used to select the smoothing and correlation parameters. The method is applied to the analysis of some time series data.
|Number of pages||12|
|Publication status||Published - 2003|
- Additive model
- Mixed models
- Serial correlation