plbpsmObject: Fitted plbpsm object

Description Value

Description

A fitted PLBPSM object returned by function plbpsm and of class "plbpsm" inheriting from classes "gam", "glm" and "lm". Method functions anova, logLik, influence, plot, predict, print, residuals and summary exist for this class.

Value

A plbpsm object has the following elements:

aic

AIC of the fitted model: bear in mind that the degrees of freedom used to calculate this are the effective degrees of freedom of the model, and the likelihood is evaluated at the maximum of the penalized likelihood in most cases, not at the MLE.

backfitting

Whether Spline-backfitted local polynomial (SBL) estimate is applied.

boundary

did parameters end up at boundary of parameter space?

call

the matched call (allows update to be used with plbpsm objects, for example).

coefficients_linear

the linear (parametric) coefficients of the fitted model.

coefficients_nonlinear

the nonlinear (bivariate spline) coefficients of the fitted model.

converged

indicates whether or not the iterative fitting method converged.

data

the original supplied data argument (for class "gam" compatibility).

deviance

model deviance (not penalized deviance).

dev_sbl

model deviance with SBL estimates.

df.null

null degrees of freedom.

df.residual

effective residual degrees of freedom of the model.

edf

estimated degrees of freedom.

family

family object specifying distribution and link used.

fitted.values

fitted model predictions of expected value for each datum.

fitted.values.sbl

fitted model predictionsof expected value by using SBL estimation for each datum.

formula

the model formula.

gcv_opt

The minimized smoothing penalty parameter selection score: GCV.

cv_opt

The minimized smoothing penalty parameter selection score: CV.

linear.predictors

fitted model prediction of link function of expected value for each datum.

criterion

One of "GCV" or CV, depending on the fitting criterion used.

iter

number of iterations taken to get convergence.

model

model frame containing all variables needed in original model fit.

na.action

The na.action used in fitting.

null.deviance

deviance for single parameter model.

method

One of ALASSO, SCAD, depending on the variable selection method.

pred.formula

one sided formula containing variables needed for prediction, used by predict.plbpsm

pterms

terms object for strictly parametric part of model.

residuals

the working residuals for the fitted model.

scale

defualt=1.

se_beta

estimated standard error for parametric covariates.

sigma_2

estimated scale parameter.

sse

Sum of squared error of the estimation.

basis_info

list of smooth objects, containing the basis information for each term in the model formula in the order in which they appear. These smooth objects are what gets returned by the BasisCon objects.

terms

terms object of model model frame.

var.summary

A named list of summary information on the predictor variables

Ve

estimated covariance matrix for the parameter estimators. Particularly useful for testing whether terms are zero. Not so useful for CI's as smooths are usually biased.

prior.weights

prior weights of observations.

X2

The design matrix with linear covariates and univariate functions.

mhat

estimated component functions in the evaluated in the sample points.

y

response data.

est_theta

estimated theta in the negative binomial family.

ind.l

The index for linear covariates in model identification.

ind.nl

The index for nonlinear covariates in model identification.

ind_c

The index for (selected) linear covariates.

VS

Varaible selection conducted or not.

h_opt_all

optimal bandwidth for each component functions.

backfitting

Whether backfitting agorithm applied and SBL estimator is and used.

weights

final weights used in the iteration.


funstatpackages/GgAM documentation built on Nov. 4, 2019, 12:59 p.m.