Now in widespread use, generalized additive models (GAMs) have evolved into a standard statistical methodology of considerable flexibility. While Hastie and Tibshirani's outstanding 1990 research monograph on GAMs is largely responsible for this, there has been a long-standing need for an accessible
Vector Generalized Linear and Additive Models: With an Implementation in R
โ Scribed by Thomas W. Yee (auth.)
- Publisher
- Springer-Verlag New York
- Year
- 2015
- Tongue
- English
- Leaves
- 604
- Series
- Springer Series in Statistics
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
This book presents a greatly enlarged statistical framework compared to generalized linear models (GLMs) with which to approach regression modelling. Comprising of about half-a-dozen major classes of statistical models, and fortified with necessary infrastructure to make the models more fully operable, the framework allows analyses based on many semi-traditional applied statistics models to be performed as a coherent whole.
Since their advent in 1972, GLMs have unified important distributions under a single umbrella with enormous implications. However, GLMs are not flexible enough to cope with the demands of practical data analysis. And data-driven GLMs, in the form of generalized additive models (GAMs), are also largely confined to the exponential family. The methodology here and accompanying software (the extensive VGAM R package) are directed at these limitations and are described comprehensively for the first time in one volume. This book treats distributions and classical models as generalized regression models, and the result is a much broader application base for GLMs and GAMs.
The book can be used in senior undergraduate or first-year postgraduate courses on GLMs or categorical data analysis and as a methodology resource for VGAM users. In the second part of the book, the R package VGAM allows readers to grasp immediately applications of the methodology. R code is integrated in the text, and datasets are used throughout. Potential applications include ecology, finance, biostatistics, and social sciences. The methodological contribution of this book stands alone and does not require use of the VGAM package.
โฆ Table of Contents
Front Matter....Pages i-xxiv
Front Matter....Pages 1-1
Introduction....Pages 3-32
LMs, GLMs and GAMs....Pages 33-90
VGLMs....Pages 91-126
VGAMs....Pages 127-166
Reduced-Rank VGLMs....Pages 167-200
Constrained Quadratic Ordination....Pages 201-237
Constrained Additive Ordination....Pages 239-248
Using the VGAM Package....Pages 249-275
Other Topics....Pages 277-287
Front Matter....Pages 289-289
Some LM and GLM Variants....Pages 291-316
Univariate Discrete Distributions....Pages 317-341
Univariate Continuous Distributions....Pages 343-370
Bivariate Continuous Distributions....Pages 371-383
Categorical Data Analysis....Pages 385-414
Quantile and Expectile Regression....Pages 415-445
Extremes....Pages 447-468
Zero-Inflated, Zero-Altered and Positive Discrete Distributions....Pages 469-497
On VGAM Family Functions....Pages 499-532
Back Matter....Pages 533-589
โฆ Subjects
Statistical Theory and Methods; Statistics and Computing/Statistics Programs; Probability Theory and Stochastic Processes; Mathematical Software
๐ SIMILAR VOLUMES
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