Description Usage Arguments Value Author(s) References See Also
A function to estimate both the mean and the dispersion function using B-splines bases.
1 2 3 4 |
formulaM |
the mean formula - typically of the type y ~ bsp(x1) + bsp(x2). Parametric models or mixtures of parametric and non parametric bases can be specified |
formulaG |
the dispersion formula - as for formulaM, but no response variable to be specified.
|
family |
as in glm, can be "gaussian", "poisson" or "Binomial" |
data |
dataset where variables are stored (optional) |
startM |
starting value for the coefficients needed to estimate the mean function |
startG |
starting value for the coefficients needed to estimate the dispersion function |
method |
can be "quasi" (the default) or "pseudo", according to whether deviance or pearson's residuals should be used as response variables when fitting the dispersion function |
selection |
the method used to select the smoothing parameter. can be "GCV" (the default), "AIC" or
"none", in which case no selection is done and a smoothing parameter value should be provided in the |
weights |
as in glm - to be used with care, since the data get always weigthed by the estimated variance function |
control |
a list to control some behaviours of the estimation procedure, see DoubleGamControl |
trace |
should a trace to follow the convergence be printed? Default is FALSE |
scale |
similar to weigth, to be used if the dispersion function should be kept fixed |
conf.type |
character describing how to compute confidence intervals for the smooth components; can "bayesian" (default) or "naive" as per Wood (2006) |
An object of the gamMD
class.
If both the mean and the dispersion function are estimated the object will contain the following elements:
converged
, convVec
, data
, fitG
, fitM
, iter
, relE
.
fitM
contains information on the mean estimation procedure;
fitG
contains information on the dispersion estimation procedure and has the same elements as fitM
.
If only the mean function is estimated all the values of the fitM
object are given in gamMD
object.
The elements of fitM
and fitG
are:
coefficients |
the estimated regression coefficients |
fitted.values |
the fitted values of the model |
desMat |
the full design matrix of the model |
dims |
the dimension of the design matrix associated to each component |
family |
family used for fitting the model - set to |
linear.predictors |
estimated linear predictors for the model |
deviance |
deviance residuals - in |
residuals |
Pearson residuals |
s.resid |
standardised Pearson residuals |
y, yd |
response variable used in, respectively, the mean and diseprsion estimation procedure |
converged |
logic indicator on whether the last inner iteration has converged |
sm.p |
smoothing parameters used in the estimation procedure - either fixed or chosen |
GCV |
Generalised Cross Validation value |
AIC |
Akaike Information criterion value |
yt |
the variable response variable transformed according to the link function and then centered |
df |
overall equivalent sdegrees of freedom for the fit |
vecdf |
a vector given the giving of freedom used by each covariate in the model |
cov.coef |
covariance matrix of the coefficients |
formula |
formula used |
dimsP |
size of the parametric part of the model |
Ilaria Prosdocimi (ilapro@ceh.ac.uk)
Gijbels, Prosdocimi and Claeskens (2010), Nonparametric estimation of mean and dispersion functions in extended generalized linear models, Test, 19(3), 560-608, doi:10.1007/s11749-010-0187-1,
Gijbels and Prosdocimi (2011), Smooth estimation of mean and dispersion function in extended generalized additive models with application to Italian induced abortion data, Journal of Applied Statistics, 38(11), 2391-2411, doi:10.1080/02664763.2010.550039
DoubleGamControl
, DoubleRobGam
, gamMD
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