Direct Determination of Smoothing Parameter for Penalized Spline Regression

Table 5

Results of sample MSE of the selected smoothing parameter via direct method, GCV, and REML for 𝜌=0 and 𝜌=0.5. All entries for MSE are 10² times their actual values.

	𝜌=0			𝜌=0.5
True	𝑓1	𝑓2	𝑓3	𝑓1	𝑓2	𝑓3
Direct	0.124	0.042	0.082	0.312	0.105	0.428
GCV	1.315	0.485	0.213	0.547	0.352	0.741
REML	2.531	1.237	2.656	1.043	0.846	1.588