Generalized additive model, Advanced Statistics

  • The linear component ηi, de?ned just in the traditional way: ηi = x'1
  • A monotone differentiable link function g that describes how E(Yi) = µi is related to the linear component:1590_Generalized additive model.png
  • Yi are independent (i = 1, 2, . . . , n) (but not identically distributed) and each has a distribution from the exponential family. For the purpose of Generalized Linear Models theory, the usual exponential family is parametrized in a bit more speci?c way. Let us focus for simplicity to the case where θ is one-dimensional. It is assumed that the probability density of the response Y can be expressed as

2165_Generalized additive model1.png

for some functions ai(Φ) = Φ/wi, b and ci = c(yi, Φ/wi), where wi is a known weight for each observation. Hereby, θi is called canonical parameter whereas Φ is called the dispersion parameter.

Note: For most models, the weight is the same for each i (that is, wi = 1 for all i) and then the scaling simpli?es to ai(Φ) = Φ), whereas ci(yi, Φ) becomes just c(yi, Φ) and (1) simpli?es to

1714_Generalized additive model2.png

It can be shown from a standard theory for these distributions that

1652_Generalized additive model3.png

Posted Date: 2/27/2013 12:45:32 AM | Location : United States







Related Discussions:- Generalized additive model, Assignment Help, Ask Question on Generalized additive model, Get Answer, Expert's Help, Generalized additive model Discussions

Write discussion on Generalized additive model
Your posts are moderated
Related Questions
The regression analysis is used to fit a model describing the relationship of a dependent variable with independent variable(s). Here we have fitted three regression models:


4-13. Students in a management science class have just received their grades on the first test. The instructor has provided information about the first test grades in some previou

Introduction to Generalized Linear Models (GLM) We introduce the notion of GLM as an extension of the traditional normal-theory-based linear regression models. This will be very

Evaluate the following statistical arguments. Begin by identifying the sample, population, and the property which is being investigated. Do these arguments sound acceptable? Would

Data theory is anxious with how observations are transformed into data which can be analyzed. Data are thus viewed as the theory laden in the sense that the observations can be giv


Reinterviewing  is the second interview for a sample of survey respondents in which questions of the original interview (or the subset of them) are repeated again. The same methods

Sam Tyler, a single taxpayer, social security number 111-44-1111, bought Rental Equipment on 04/01/2010. He paid $400,000 including all closing and delivery costs. In the current y

hello I have a dataset including both categorical & numerical variable for market segmentation.how can i cluster them via k-means in matlab? thank you