Vector Generalized Additive Models

Vector smoothing is used to extend the class of generalized additive models in a very natural way to include a class of multivariate regression models. The resulting models are called `vector generalized additive models'. The class of models for which the methodology gives generalized additive...

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Bibliographic Details
Published in:Journal of the Royal Statistical Society. Series B, Methodological Methodological, 1996, Vol.58 (3), p.481-493
Main Authors: Yee, T. W., Wild, C. J.
Format: Article
Language:English
Subjects:
Algorithms
backfitting algorithm
Component functions
Data smoothing
Degrees of freedom
Exact sciences and technology
generalized additive models
Linear inference, regression
Linear regression
Mathematical vectors
Mathematics
Matrices
Modeling
Nonparametric inference
Nonparametric models
nonparametric multivariate regression
Parametric models
Probability and statistics
Regression analysis
Sciences and techniques of general use
smoothing
Statistical methods
Statistical models
Statistics
vector splines
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Summary:Vector smoothing is used to extend the class of generalized additive models in a very natural way to include a class of multivariate regression models. The resulting models are called `vector generalized additive models'. The class of models for which the methodology gives generalized additive extensions includes the multiple logistic regression model for nominal responses, the continuation ratio model and the proportional and non-proportional odds models for ordinal responses, and the bivariate probit and bivariate logistic models for correlated binary responses. They may also be applied to generalized estimating equations.
ISSN:0035-9246
1369-7412
2517-6161
1467-9868
DOI:10.1111/j.2517-6161.1996.tb02095.x