Greedy knot selection algorithm for restricted cubic spline regression.

ABSTRACT: Non-linear regression modeling is common in epidemiology for prediction purposes or estimating relationships between predictor and response variables. Restricted cubic spline (RCS) regression is one such method, for example, highly relevant to Cox proportional hazard regression model analysis. RCS regression uses third-order polynomials joined at knot points to model non-linear relationships. The standard approach is to place knots by a regular sequence of quantiles between the outer boundaries. A regression curve can easily be fitted to the sample using a relatively high number of knots. The problem is then overfitting, where a regression model has a good fit to the given sample but does not generalize well to other samples. A low knot count is thus preferred. However, the standard knot s

SUBMITTER: Arnes JI 

PROVIDER: S-EPMC10910934 | biostudies-literature | 2023

REPOSITORIES: biostudies-literature