R: A method for gam producing asymptotically exact standard...

gam.exact {gam} | R Documentation

## A method for gam producing asymptotically exact standard errors for linear estimates

### Description

This function is a "wrapper" for a Gam object, and produces exact standard errors for each linear term in the gam call (except for the intercept).

### Usage

    gam.exact(Gam.obj)

### Arguments

`Gam.obj` | a Gam object

### Details

Only standard errors for the linear terms are produced. There is a print method for the Gamex class.

### Value

A list (of class Gamex) containing a table of coefficients and a variance covariance matrix for the linear terms in the formula of the gam call.

### Author(s)

Aidan McDermott, Department of Biostatistics, Johns Hopkins University. Modified by Trevor Hastie for R

### References

[1] Issues in Semiparametric Regression: A Case Study of Time Series Models in Air Pollution and Mortality, Dominici F., McDermott A., Hastie T.J., JASA, December 2004, 99(468), 938-948. See http://web.stanford.edu/~hastie/Papers/dominiciR2.pdf

### Examples

    set.seed(31)
    n     <- 200
    x     <- rnorm(n)
    y     <- rnorm(n)
    a     <- rep(1:10,length=n)
    b     <- rnorm(n)
    z     <- 1.4 + 2.1*a + 1.2*b + 0.2*sin(x/(3*max(x))) + 0.3*cos(y/(5*max(y))) + 0.5 * rnorm(n)
    dat   <- data.frame(x,y,a,b,z,testit=b*2)
    ### Model 1: Basic
    Gam.o <- gam(z ~ a + b + s(x,3) + s(y,5), data=dat)
    coefficients(summary.glm(Gam.o))
    gam.exact(Gam.o)
    ### Model 2: Poisson
    Gam.o <- gam(round(abs(z)) ~ a + b + s(x,3) + s(y,5), data=dat,family=poisson)
    coefficients(summary.glm(Gam.o))
    gam.exact(Gam.o)

[Package gam version 1.16 Index]