Direct Determination of Smoothing Parameter for Penalized Spline Regression

Table 1

Results of sample MISE for 𝑛=50 and 𝑛=200. All entries for MISE are 10² times their actual values.

True	F1		F2		F3
Sample size	𝑛=50	𝑛=200	𝑛=50	𝑛=200	𝑛=50	𝑛=200
L-Direct	0.526	0.322	3.684	1.070	1.160	0.377
L-GCV	0.726	0.621	5.811	1.082	1.183	0.379
L-REML	2.270	1.544	9.966	3.520	1.283	0.873
Local linear	0.751	0.220	4.274	0.901	1.689	0.503
C-Direct	0.401	0.148	3.027	0.656	1.044	0.326
C-GCV	0.514	0.137	3.526	0.666	1.043	0.290
C-REML	1.326	0.732	8.246	4.213	3.241	0.835