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Smoothing spline ANOVA models for large data sets with Bernoulli observations and the randomized GACV

Smoothing spline ANOVA models for large data sets with Bernoulli observations and the randomized GACV

We propose the randomized Generalized Approximate Cross Validation (ranGACV) method for choosing multiple smoothing parameters in penalized likelihood estimates for Bernoulli data. The method is intended for application with penalized likelihood smoothing spline ANOVA models. In addition we propose a class of approximate numerical methods for solving the penalized likelihood …