JSM 2004 - Toronto

Abstract #301341

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Activity Number: 341
Type: Contributed
Date/Time: Wednesday, August 11, 2004 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #301341
Title: Hierarchical Generalized Additive Models
Author(s): Changchun Xie*+
Companies: McMaster University
Address: Apt. 202, 65 Charlton Ave. West, Hamilton, ON, L8P 2C2, Canada
Keywords: hierarchical model ; hierarchical quasi-likelihood ; additive model
Abstract:

We suggest hierarchical generalized additive models which allow an extra error component in the predictors of generalized additive models. Since the component is not directly observed, it is hard to know its distribution. Here, we make no assumptions on the functional form of the distribution other than putting some constraint on the mean and variance function of the extra error component.


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