English, Article edition: GAM: Stata module for generalised additive models Patrick Royston; Gareth Ambler

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Bookmark: http://trove.nla.gov.au/version/102130
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  • code
Language
  • English

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Title
  • GAM: Stata module for generalised additive models
Author
  • Patrick Royston
  • Gareth Ambler
Physical Description
  • code
Notes
  • gam fits a generalized or proportional hazards additive model (GAM) by mazimizing a penalized log likelihood function. Each component of the resulting estimated function of the covariates is a cubic smoothing spline. The smoothness of each component function is determined by the 'equivalent degrees of freedom' of the corresponding covariate. Models supported: Normal (Gaussian) errors, binomial, Poisson, gamma, Cox (now with Stata's stcox), and link functions among identity, log, logit and inverse. This package is an update to accommodate the latest versions of the Windows operating system (specifically, Win 2000 and XP) and supersedes the version published in the STB (Royston P, Ambler G (1998) Generalized additive models. Stata Technical Bulletin 42: 38-43.)
  • generalized additive models, proportional hazards
  • RePEc:boc:bocode:s428701
Language
  • English
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