Generalized Additive Models

Abstract

Likelihood based regression models, such as the normal linear regression model and the linear logistic model, assume a linear (or some other parametric) form for the covariate effects. The authors introduce the Local Scoring procedure which is applicable to any likelihood-based regression model: the class of Generalized Linear Models contains many of these. In this class the Local Scoring procedure replaces a linear predictor by a additive predictor; hence the name Generalized Additive Models. Local Scoring can also be applied to non-standard models like Cox's proportional hazards model for survival data.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1984
Accession Number
ADA147454

Entities

People

  • R. Tibshirani
  • T. Hastie

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Additives (Chemicals)
  • Standards

Fields of Study

  • Mathematics

Readers

  • Psychometric Testing or Psychological Assessment.
  • Statistical inference.