Direct Determination of Smoothing Parameter for Penalized Spline Regression

Table 2

Results of sample MSE of smoothing parameter obtained by direct method, GCV, and REML for 𝑛=50 and 𝑛=200. All entries for MSE 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	0.331	0.193	0.113	0.043	0.025	0.037
L-GCV	0.842	0.342	0.445	0.101	0.072	0.043
L-REML	1.070	1.231	0.842	0.437	0.143	0.268
C-Direct	0.262	0.014	0.082	0.045	0.053	0.014
C-GCV	0.452	0.123	0.252	0.092	0.085	0.135
C-REML	0.855	0.224	0.426	0.152	0.093	0.463