Linear Smoothers and Additive Models

Abstract
We study linear smoothers and their use in building nonparametric regression models. In the first part of this paper we examine certain aspects of linear smoothers for scatterplots; examples of these are the running-mean and running-line, kernel and cubic spline smoothers. The eigenvalue and singular value decompositions of the corresponding smoother matrix are used to describe qualitatively a smoother, and several other topics such as the number of degrees of freedom of a smoother are discussed. In the second part of the paper we describe how linear smoothers can be used to estimate the additive model, a powerful nonparametric regression model, using the "back-fitting algorithm." We show that backfitting is the Gauss-Seidel iterative method for solving a set of normal equations associated with the additive model. We provide conditions for consistency and nondegeneracy and prove convergence for the backfitting and related algorithms for a class of smoothers that includes cubic spline smoothers.