Authors
Mary C Meyer
Publication date
2013/9/1
Journal
Journal of nonparametric statistics
Volume
25
Issue
3
Pages
715-730
Publisher
Taylor & Francis
Description
The additive isotonic least-squares regression model has been fit using a sequential pooled adjacent violators algorithm, estimating each isotonic component in turn, and looping until convergence. However, the individual components are not, in general, estimable. The sum of the components, i.e. the expected value of the response, has a unique estimate, which can be found using a single cone projection. Estimators for the individual components are then easily obtained, which are unique if the conditions for estimability hold. Parametrically modelled covariates are easily included in the cone projection specification. The cone structure also provides information about the degrees of freedom of the fit, which can be used in inference methods, variable selection, and estimation of the model variance. Simulations show that these methods can compare favourably to standard parametric methods, even when the …
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