Direct Determination of Smoothing Parameter for Penalized Spline Regression

Table 3

Results of sample PSE for 𝑛=50 and 𝑛=200. All entries for PSE 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	0.424	0.052	0.341	0.070	0.360	0.117
L-GCV	0.331	0.084	0.381	0.089	0.333	0.139
L-REML	0.642	0.124	0.831	1.002	0.733	0.173
Local linear	0.751	0.220	0.474	0.901	0.489	0.143
C-Direct	0.341	0.48	0.237	0.63	0.424	0.086
C-GCV	0.314	0.43	0.326	0.76	0.533	0.089
C-REML	0.863	1.672	0.456	1.21	1.043	0.125