Patrick Royston () (UK Medical Research Council) Gareth Ambler () (University College London)
Abstract
gam fits a generalized or proportional hazards additive model (GAM) by mazimizing a penalized log likelihood function. Each component of the resulting estimated function of the covariates is a cubic smoothing spline. The smoothness of each component function is determined by the 'equivalent degrees of freedom' of the corresponding covariate. Models supported: Normal (Gaussian) errors, binomial, Poisson, gamma, Cox (now with Stata's stcox), and link functions among identity, log, logit and inverse. This package is an update to accommodate the latest versions of the Windows operating system (specifically, Win 2000 and XP) and supersedes the version published in the STB (Royston P, Ambler G (1998) Generalized additive models. Stata Technical Bulletin 42: 38-43.)
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S428701.
Size: Programming language: Stata Requires: Stata version 6.0 for Windows Date of creation: 18 Oct 2002 Date of revision:
23 Apr 2003 Handle: RePEc:boc:bocode:s428701
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