Direct Determination of Smoothing Parameter for Penalized Spline Regression

Table 4

Results of sample MISE of the penalized spline estimator. For each direct method, GCV and 𝜌, MISE1, MISE2, and MISE3 are the sample MISE of 𝑓₁, 𝑓₂, and 𝑓₃, respectively. All entries for MISE are 10² times their actual values.

Method	𝜌=0			𝜌=0.5
	MISE1	MISE2	MISE3	MISE1	MISE2	MISE3
Direct	0.281	0.209	0.205	0.916	0.795	0.972
GCV	0.687	0.237	0.390	0.929	0.857	1.112
REML	1.204	0.825	0.621	2.104	1.832	2.263