This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 499
Type: Topic Contributed
Date/Time: Wednesday, August 4, 2010 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #306525
Title: Vector Splines and Vector Generalized Linear and Additive Models
Author(s): Thomas William Yee*+
Companies: University of Auckland
Address: Department of Statistics, Auckland, 1142, New Zealand
Keywords: equivalent kernel ; O-splines ; vector generalized additive model ; vector smoothing spline
Abstract:

The classes of vector generalized linear and additive models (VGLMs/VGAMs) are very large and contains many statistical models, e.g., univariate and multivariate distributions, categorical data analysis, time series, survival analysis, extreme value analysis, and nonlinear regression. Vector splines perform the smoothing operation in the vector backfitting algorithm when fitting VGAMs. We survey the VGLM/VGAM classes with a particular emphasis on the computational aspects, e.g., the Reinsch algorithm has been replaced by an O-spline implementation in the author's VGAM package for R. A method for handling covariates specific to each additive predictor is detailed using regression splines and smart prediction. This is useful, e.g., when fitting a multinomial logit model where there are covariate values specific to each alternative.


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