gam (version 0.9)

gam.exact: 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

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.

Details

Only standard errors for the linear terms are produced. Models with lo calls in their formulas are not allowed. There is a print method for the gamex class.

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://www-stat.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)