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Monotone B-Spline Smoothing for a Generalized Linear Model Response

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journal contribution
posted on 2015-01-02, 00:00 authored by Wei Wang, Dylan S. Small

Various methods have been proposed for smoothing under the monotonicity constraint. We review the literature and implement an approach of monotone smoothing with B-splines for a generalized linear model response. The approach is expressed as a quadratic programming problem and is easily solved using the statistical software R. In a simulation study, we find that the approach performs better than other approaches with much faster computation time. The approach can also be used for smoothing under other shape constraints or mixed constraints. Supplementary materials of the appendices and R code to implement the developed approach is available online.

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