pgam (version 0.4.17)

summary.pgam: Summary output

Description

Output of model information

Usage

# S3 method for pgam
summary(object, smo.test = FALSE, ...)

Value

List containing all the information about the model fitted.

Arguments

object

object of class pgam holding the fitted model

smo.test

Approximate significance test of smoothing terms. It can take long, so default is FALSE

...

further arguments passed to method

Author

Washington Leite Junger and Antonio Ponce de Leon

Details

Hypothesis tests of coefficients are based o t distribution. Significance tests of smooth terms are approximate for model selection purpose only. Be very careful about the later.

References

Harvey, A. C., Fernandes, C. (1989) Time series models for count data or qualitative observations. Journal of Business and Economic Statistics, 7(4):407--417

Junger, W. L. (2004) Semiparametric Poisson-Gamma models: a roughness penalty approach. MSc Dissertation. Rio de Janeiro, PUC-Rio, Department of Electrical Engineering.

Green, P. J., Silverman, B. W. (1994) Nonparametric Regression and Generalized Linear Models: a roughness penalty approach. Chapman and Hall, London

Hastie, T. J., Tibshirani, R. J.(1990) Generalized Additive Models. Chapman and Hall, London

McCullagh, P., Nelder, J. A. (1989). Generalized Linear Models. Chapman and Hall, 2nd edition, London

Pierce, D. A., Schafer, D. W. (1986) Residuals in generalized linear models. Journal of the American Statistical Association, 81(396),977-986

See Also

pgam, predict.pgam

Examples

library(pgam)
data(aihrio)
attach(aihrio)
form <- ITRESP5~f(WEEK)+HOLIDAYS+rain+PM+g(tmpmax,7)+g(wet,3)
m <- pgam(form,aihrio,omega=.8,beta=.01,maxit=1e2,eps=1e-4,optim.method="BFGS")

summary(m)