Generalized additive models (Q1103306)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Generalized additive models
scientific article

    Statements

    Generalized additive models (English)
    0 references
    0 references
    1986
    0 references
    The classical linear regression model expresses the response vector Y as a function of the predictor variables \(X_ i\) through the model \(Y=\sum_{i}X_ i\beta_ i+e\), where the \(X_ i\) are observed, the \(\beta_ i\) are estimated by least squares or some other technique, e is the vector of errors. The authors replace the \(X_ i\beta_ i\) by unspecified smooth functions \(S_ i(X_ i)\), which are then estimated by a scatterplot smoother in an iterative procedure they call the local scoring algorithm, which is a generalization of the Fisher scoring procedure for computing maximum likelihood estimates. The paper is well-written, not technically demanding, provides a general framework in which to view the estimation procedure and a general form of local scoring applicable to any likelihood-based regression model. The authors illustrate the method with binary response and survival data and include the loglinear model and Cox's model for censored data. The commentaries following by D. R. Brillinger, J. A. Nelder, C. J. Stone, and P. M. McCullagh are quite stimulating in terms of placing the paper in perspective and suggesting further relevant work. The comments of Brillinger and Stone are especially informative.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    generalized linear models
    0 references
    smoothing
    0 references
    nonparametric regression
    0 references
    partial residuals
    0 references
    nonlinearity
    0 references
    scatterplot smoother
    0 references
    iterative procedure
    0 references
    local scoring algorithm
    0 references
    generalization of the Fisher scoring procedure
    0 references
    likelihood-based regression model
    0 references
    binary response
    0 references
    survival data
    0 references
    loglinear model
    0 references
    Cox's model
    0 references
    censored data
    0 references
    0 references
    0 references
    0 references
    0 references