gamlss (version 4.2-4)

summary.gamlss: Summarizes a GAMLSS fitted model

Description

summary.gamlss is the GAMLSS specific method for the generic function summary which summarize objects returned by modelling functions.

Usage

## S3 method for class 'gamlss':
summary(object, type = c("vcov", "qr"), save = FALSE, ...)

Arguments

object

a GAMLSS fitted model

type

the default value vcov uses the vcov() method for gamlss to get the variance-covariance matrix of the estimated beta coefficients, see details below. The alternative qr is the original method used in gamlss

save

whether to save the environment of the function so to have access to its values

...

for extra arguments

Value

• Print summary of a GAMLSS object

Details

Using the default value type="vcov", the vcov() method for gamlss is used to get the variance covariance matrix (and consequently the standard errors)of the beta parameters. The variance covariance matrix is calculated using the inverse of the numerical second derivatives of the observed information matrix. This is a more reliable method since it take into the account the inter-correlation between the all the parameters. The type="qr" assumes that the parameters are fixed at the estimated values. Note that both methods are not appropriate and should be used with caution if smoothing terms are used in the fitting.

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554. Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2003) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.org/). Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

See Also

gamlss, deviance.gamlss, fitted.gamlss

Examples

data(aids)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids) # 
summary(h)
rm(h)