Curve and surface fitting with splines
Curve and surface fitting with splines
Fitting generalized linear models with unspecified link function: A P-spline approach
Computational Statistics & Data Analysis
The Journal of Machine Learning Research
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Nonparametric methods for the estimation of the link function in generalized linear models are able to avoid bias in the regression parameters. But for the estimation of the link typically the full model, which includes all predictors, has been used. When the number of predictors is large these methods fail since the full model cannot be estimated. In the present article a boosting type method is proposed that simultaneously selects predictors and estimates the link function. The method performs quite well in simulations and real data examples.