A method for gam producing asymptotically exact standard errors for linear estimates

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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

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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

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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)