gssanova0: Fitting Smoothing Spline ANOVA Models with Non-Gaussian...

In gss: General Smoothing Splines

Fitting Smoothing Spline ANOVA Models with Non-Gaussian Responses

Description

Fit smoothing spline ANOVA models in non-Gaussian regression. The symbolic model specification via formula follows the same rules as in lm and glm.

Usage

gssanova0(formula, family, type=NULL, data=list(), weights, subset,
          offset, na.action=na.omit, partial=NULL, method=NULL,
          varht=1, nu=NULL, prec=1e-7, maxiter=30)

gssanova1(formula, family, type=NULL, data=list(), weights, subset,
          offset, na.action=na.omit, partial=NULL, method=NULL,
          varht=1, alpha=1.4, nu=NULL, id.basis=NULL, nbasis=NULL,
          seed=NULL, random=NULL, skip.iter=FALSE)

Arguments

formula	Symbolic description of the model to be fit.
family	Description of the error distribution. Supported are exponential families "binomial", "poisson", "Gamma", "inverse.gaussian", and "nbinomial". Also supported are accelerated life model families "weibull", "lognorm", and "loglogis". Further more, proportional odds logistic regression "polr" for ordinal response is also supported.
type	List specifying the type of spline for each variable. See mkterm for details.
data	Optional data frame containing the variables in the model.
weights	Optional vector of weights to be used in the fitting process.
subset	Optional vector specifying a subset of observations to be used in the fitting process.
offset	Optional offset term with known parameter 1.
na.action	Function which indicates what should happen when the data contain NAs.
partial	Optional symbolic description of parametric terms in partial spline models.
method	Score used to drive the performance-oriented iteration. Supported are method="v" for GCV, method="m" for GML, and method="u" for Mallows' CL.
varht	Dispersion parameter needed for method="u". Ignored when method="v" or method="m" are specified.
nu	Inverse scale parameter in accelerated life model families. Ignored for exponential families.
prec	Precision requirement for the iterations.
maxiter	Maximum number of iterations allowed for performance-oriented iteration, and for inner-loop multiple smoothing parameter selection when applicable.
alpha	Tuning parameter modifying GCV or Mallows' CL.
id.basis	Index designating selected "knots".
nbasis	Number of "knots" to be selected. Ignored when id.basis is supplied.
seed	Seed for reproducible random selection of "knots". Ignored when id.basis is supplied.
random	Input for parametric random effects in nonparametric mixed-effect models. See mkran for details.
skip.iter	Flag indicating whether to use initial values of theta and skip theta iteration. See ssanova for notes on skipping theta iteration.

Details

The model specification via formula is intuitive. For example, y~x1*x2 yields a model of the form

y = C + f_{1}(x1) + f_{2}(x2) + f_{12}(x1,x2) + e

with the terms denoted by "1", "x1", "x2", and "x1:x2".

The model terms are sums of unpenalized and penalized terms. Attached to every penalized term there is a smoothing parameter, and the model complexity is largely determined by the number of smoothing parameters.

Only one link is implemented for each family. It is the logit link for "binomial", and the log link for "poisson", "Gamma", and "inverse.gaussian". For "nbinomial", the working parameter is the logit of the probability p; see NegBinomial. For "weibull", "lognorm", and "loglogis", it is the location parameter for the log lifetime.

The models are fitted by penalized likelihood method through the performance-oriented iteration as described in the reference. For family="binomial", "poisson", "nbinomial", "weibull", "lognorm", and "loglogis", the score driving the performance-oriented iteration defaults to method="u" with varht=1. For family="Gamma" and "inverse.gaussian", the default is method="v".

gssanova0 uses the algorithm of ssanova0 for the iterated penalized least squares problems, whereas gssanova1 uses the algorithm of ssanova.

In gssanova1, a subset of the observations are selected as "knots." Unless specified via id.basis or nbasis, the number of "knots" q is determined by max(30,10n^{2/9}), which is appropriate for the default cubic splines for numerical vectors.

Value

gssanova0 returns a list object of class c("gssanova0","ssanova0","gssanova").

gssanova1 returns a list object of class c("gssanova","ssanova").

The method summary.gssanova0 or summary.gssanova can be used to obtain summaries of the fits. The method predict.ssanova0 or predict.ssanova can be used to evaluate the fits at arbitrary points along with standard errors, on the link scale. The methods residuals.gssanova and fitted.gssanova extract the respective traits from the fits.

Responses

For family="binomial", the response can be specified either as two columns of counts or as a column of sample proportions plus a column of total counts entered through the argument weights, as in glm.

For family="nbinomial", the response may be specified as two columns with the second being the known sizes, or simply as a single column with the common unknown size to be estimated through the maximum likelihood.

For family="weibull", "lognorm", or "loglogis", the response consists of three columns, with the first giving the follow-up time, the second the censoring status, and the third the left-truncation time. For data with no truncation, the third column can be omitted.

For family="polr", the response should be an ordered factor.

Note

The direct cross-validation of gssanova can be more effective, and more stable for complex models.

For large sample sizes, the approximate solutions of gssanova1 and gssanova can be faster than gssanova0.

The results from gssanova1 may vary from run to run. For consistency, specify id.basis or set seed.

The method project is not implemented for gssanova0, nor is the mixed-effect model support through mkran.

In gss versions earlier than 1.0, gssanova0 was under the name gssanova.

References

Gu, C. (1992), Cross-validating non Gaussian data. Journal of Computational and Graphical Statistics, 1, 169-179.

Gu, C. (2013), Smoothing Spline ANOVA Models (2nd Ed). New York: Springer-Verlag.

GU, C. (2014), Smoothing Spline ANOVA Models: R Package gss. Journal of Statistical Software, 58(5), 1-25. URL http://www.jstatsoft.org/v58/i05/.

Examples

## Fit a cubic smoothing spline logistic regression model
test <- function(x)
        {.3*(1e6*(x^11*(1-x)^6)+1e4*(x^3*(1-x)^10))-2}
x <- (0:100)/100
p <- 1-1/(1+exp(test(x)))
y <- rbinom(x,3,p)
logit.fit <- gssanova0(cbind(y,3-y)~x,family="binomial")
## The same fit
logit.fit1 <- gssanova0(y/3~x,"binomial",weights=rep(3,101))
## Obtain estimates and standard errors on a grid
est <- predict(logit.fit,data.frame(x=x),se=TRUE)
## Plot the fit and the Bayesian confidence intervals
plot(x,y/3,ylab="p")
lines(x,p,col=1)
lines(x,1-1/(1+exp(est$fit)),col=2)
lines(x,1-1/(1+exp(est$fit+1.96*est$se)),col=3)
lines(x,1-1/(1+exp(est$fit-1.96*est$se)),col=3)
## Clean up
## Not run: rm(test,x,p,y,logit.fit,logit.fit1,est)
dev.off()
## End(Not run)

gss documentation built on Aug. 16, 2023, 9:07 a.m.