PartialSplines: Estimates a partial splines model

In reealpeppe/PSM: Partial Splines Models

Description

PartialSplines function allows you to estimate a model where the linear relationship between the response variable and the explanatory ones is summarized by coefficients Beta; on the other hand, coefficients Delta explain the unspecified functional relationship between y and the spline variable 'tx'.

Usage

PartialSplines(
  y,
  x,
  tx,
  prop.knots = NULL,
  intercept = T,
  n.basis = 15,
  alpha = NULL,
  tol = 10^-4,
  b.start = NULL,
  d.start = NULL,
  trace = T,
  max.iter = 100,
  r = NULL
)

Arguments

y	response variable, must be a vector
x	data frame of explanatory variables
tx	spline variable, must be a vector
prop.knots	proportion of nodes to be interpolated, if NULL the value will be estimated through cross validation
intercept	if model has to be estimated with an intercept
n.basis	number of basis for estimating the B-spline
alpha	tuning parameter for the bending of the spline, if NULL the value will be estimated through cross validation
tol	tolerance parameter
b.start	initial values for beta parameters
d.start	initial values for delta parameters
trace	if TRUE, information is printed during the running of optimization process
max.iter	maximum number of iterations
r	sequence of values form which the basis will be estimated. It mainly has an internal use, it's advisable to not change it

Value

PartialSplines return an object of class "PSM" which is a list containing several objects

• beta - optimal estimates of linear parameters

• delta - optimal estimates of spline parameters

• call - call of the function

• Z - matrix Z of spline coefficients

• y - response variable

• X - model matrix of linear variables

• tx - spline variable

• data - data frame of input explanatory varibales

• r - vector of points in which basis functions were calculated

• K - matrix used in backfitting

• time - execution time

• iter - number of iteration until convergence

• alpha - value of alpha used

• prop.knots - proportion of nodes interpolated

• details - list containing other elements for internal use

Examples

x <- data.frame(x = rnorm(100))
tx <- rnorm(100)
eps <- rnorm(100)
y <- x[,1] + tx^4 + eps
psm <- PartialSplines(y, x, tx)

reealpeppe/PSM documentation built on Dec. 22, 2021, 2:06 p.m.