summary.asp: Summaries and hypothesis tests

In AdaptFitOS: Adaptive Semiparametric Additive Regression with Simultaneous Confidence Bands and Specification Tests

Summaries and hypothesis tests

Description

Takes a fitted asp object produced by asp2() and summarises the fit, including tests for significance of nonparametric effects as well as their deviation from a parametric fit.

Usage

## S3 method for class 'asp'
summary(object,test1=FALSE,test2=FALSE,signif=0.05,...)

Arguments

object	a fitted asp object as produced by asp2().
test1	TRUE in order to include a test for significance of a nonparametrically estimated effect. The test correpsonds to checking whether the zero line is entirely inside the simultaneous confidence band.
test2	TRUE in order to inlcude the nonparametric specification test proposed in Wiesenfarth et al. (2012). Only works with B-splines. The function under the null hypothesis is a polynomial of degree q-1 where q is the penalty order.
signif	the significance level.
...	other arguments.

Details

Produces tables for the linear (parametric) and non-linear (nonparametric) components. The linear table provides coefficient estimates, standard errors and p-values. The non-linear table provides degrees of freedom values and other information including tests for significance of nonparametric effects as well as their deviation from a parametric fit. See Wiesenfarth et al (2011, 2012) and Wiesenfarth (2012) for details on the hypothesis tests.

Value

The function generates summary tables.

References

Ruppert, D., Wand, M.P. and Carroll, R.J. (2003)
Semiparametric Regression Cambridge University Press.
https://web.stat.tamu.edu/~carroll/semiregbook/

Wiesenfarth, M., Krivobokova, T., & Sperlich, S. (2011)
A Volume-of-tube based Test for Penalized Splines Estimators. Int. Statistical Inst.: Proc. 58th World Statistical Congress, 2011, Dublin. http://www.2011.isiproceedings.org/papers/950754.pdf

Wiesenfarth, M., Krivobokova, T., Klasen, S., Sperlich, S. (2012).
Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition. Journal of the American Statistical Association, 107(500): 1286-1296.

Wiesenfarth, M. (2012). Estimation and Inference in Special Nonparametric Models. Doctoral dissertation, Goettingen, Georg-August Universitaet, Diss., 2012. http://d-nb.info/104297182X/34

See Also

plot.asp, predict.asp

Examples

data(onions,package="SemiPar")
attach(onions)
log.yield <- log(yield)
fit <- asp2(log.yield~location+f(dens, degree=c(3,2)))
summary(fit,test1=TRUE,test2=TRUE)

AdaptFitOS documentation built on July 21, 2022, 5:10 p.m.