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Flexible Mean and Dispersion Function Estimation in Extended Generalized Additive Models
- Publication Year :
- 2012
-
Abstract
- Real data may expose a larger (or smaller) variability than assumed in an exponential family modeling, the basis of Generalized linear models and additive models. To analyze such data, smooth estimation of the mean and the dispersion function has been introduced in extended generalized additive models using P-splines techniques. This methodology is further explored here by allowing for the modeling of some of the covariates parametrically and some nonparametrically. The main contribution in this article is a simulation study investigating the finite-sample performance of the P-spline estimation technique in these extended models, including comparisons with a standard generalized additive modeling approach, as well as with a hierarchical modeling approach.
- Subjects :
- Statistics and Probability
Generalized linear model
Mathematical optimization
Basis (linear algebra)
Additive modeling
Generalized additive model
Function (mathematics)
Dispersion function
Exponential family
Double exponential family
Applied mathematics
P-splines approximation
Statistical dispersion
Mean function
Additive model
Nonparametric estimation
Settore SECS-S/01 - Statistica
Generalized additive model for location, scale and shape
Mathematics
Subjects
Details
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....ddf3951ff055391db238d69ea45bc785