# gam.exact: A method for gam producing asymptotically exact standard... In gam: Generalized Additive Models

## Description

This function is a "wrapper" for a gam object, and produces exact standard errors for each linear term in the gam call (except for the intercept).

## Usage

 1 gam.exact(gam.obj)

## Arguments

 gam.obj a gam object

## Details

Only standard errors for the linear terms are produced. There is a print method for the gamex class.

## Value

A list (of class gamex) containing a table of coefficients and a variance covariance matrix for the linear terms in the formula of the gam call.

## Author(s)

Aidan McDermott, Department of Biostatistics, Johns Hopkins University. Modified by Trevor Hastie for R

## References

[1] Issues in Semiparametric Regression: A Case Study of Time Series Models in Air Pollution and Mortality, Dominici F., McDermott A., Hastie T.J., JASA, December 2004, 99(468), 938-948. See http://www-stat.stanford.edu/~hastie/Papers/dominiciR2.pdf

## Examples

 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 set.seed(31) n <- 200 x <- rnorm(n) y <- rnorm(n) a <- rep(1:10,length=n) b <- rnorm(n) z <- 1.4 + 2.1*a + 1.2*b + 0.2*sin(x/(3*max(x))) + 0.3*cos(y/(5*max(y))) + 0.5 * rnorm(n) dat <- data.frame(x,y,a,b,z,testit=b*2) ### Model 1: Basic gam.o <- gam(z ~ a + b + s(x,3) + s(y,5), data=dat) coefficients(summary.glm(gam.o)) gam.exact(gam.o) ### Model 2: Poisson gam.o <- gam(round(abs(z)) ~ a + b + s(x,3) + s(y,5), data=dat,family=poisson) coefficients(summary.glm(gam.o)) gam.exact(gam.o)

gam documentation built on May 29, 2017, 8:18 p.m.