Generalized additive models with flexible response functions

DOI10.1007/S11222-017-9799-6MaRDI QIDQ137370zbMATH OpenOpenAlexFDO

Authors Elmar Spiegel, Thomas Kneib, Fabian Otto-Sobotka, Elmar Spiegel, Thomas Kneib, Fabian Otto-Sobotka

Publication date 20 December 2017

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-017-9799-6

zbMATH Keywords

flexible response functiongeneralized additive modelmonotonic P-splinesingle index model

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical computation using splines (65D07)

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• Practical variable selection for generalized additive models
• Regression. Models, methods and applications
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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Cited in

(7)

• Robust Transformations for Multiple Regression via Additivity and Variance Stabilization
• Generalized expectile regression with flexible response function
• Using the softplus function to construct alternative link functions in generalized linear models and beyond
• Generalized Additive Models: Some Applications
• FlexGAM
• Spatio-temporal expectile regression models
• Automatic search intervals for the smoothing parameter in penalized splines

Describes a project that uses

Uses Software

• glm2
• scam
• gamair
• R

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