coef: Extract Smooth Model Coefficients

In npreg: Nonparametric Regression via Smoothing Splines

Extract Smooth Model Coefficients

Description

Extracts basis function coefficients from a fit smoothing spline (fit by ss), smooth model (fit by sm), or generalized smooth model (fit by gsm).

Usage

## S3 method for class 'gsm'
coef(object, ...)

## S3 method for class 'sm'
coef(object, ...)

## S3 method for class 'ss'
coef(object, ...)

Arguments

object	an object of class "gsm" output by the gsm function, "sm" output by the sm function, or "ss" output by the ss function
...	other arugments (currently ignored)

Details

For "ss" objects, the coefficient vector will be of length m + q where m is the dimension of the null space and q is the number of knots used for the fit.

For "sm" and "gsm" objects, the coefficient vector will be of length m + q if the tprk = TRUE (default). Otherwise the length will depend on the model formula and marginal knot placements.

Value

Coefficients extracted from the model object.

Author(s)

Nathaniel E. Helwig <[e-mail]>

References

Chambers, J. M. and Hastie, T. J. (1992) Statistical Models in S. Wadsworth & Brooks/Cole.

Helwig, N. E. (2020). Multiple and Generalized Nonparametric Regression. In P. Atkinson, S. Delamont, A. Cernat, J. W. Sakshaug, & R. A. Williams (Eds.), SAGE Research Methods Foundations. doi: 10.4135/9781526421036885885

See Also

ss, sm, gsm

model.matrix, fitted.values, residuals

Examples

# generate data
set.seed(1)
n <- 100
x <- seq(0, 1, length.out = n)
fx <- 2 + 3 * x + sin(2 * pi * x)
y <- fx + rnorm(n, sd = 0.5)

# smoothing spline
mod.ss <- ss(x, y, nknots = 10)
fit.ss <- fitted(mod.ss)
coef.ss <- coef(mod.ss)
X.ss <- model.matrix(mod.ss)
mean((fit.ss - X.ss %*% coef.ss)^2)

# smooth model
mod.sm <- sm(y ~ x, knots = 10)
fit.sm <- fitted(mod.sm)
coef.sm <- coef(mod.sm)
X.sm <- model.matrix(mod.sm)
mean((fit.sm - X.sm %*% coef.sm)^2)

# generalized smooth model (family = gaussian)
mod.gsm <- gsm(y ~ x, knots = 10)
fit.gsm <- fitted(mod.gsm)
coef.gsm <- coef(mod.gsm)
X.gsm <- model.matrix(mod.gsm)
mean((fit.gsm - X.gsm %*% coef.gsm)^2)

npreg documentation built on July 21, 2022, 1:06 a.m.