Semiparametric and Additive Model Selection Using an Improved Akaike Information Criterion

Abstract

An improved AIC-based criterion is derived for model selection in general smoothing-based modeling, including semiparametric models and additive models. Examples are provided of applications to goodness-of-fit, smoothing parameter and variable selection in an additive model and semiparametric models, and variable selection in a model with a nonlinear function of linear terms.