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Generalized weighted additive models based on distribution functions

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  • Yeo, In-Kwon

Abstract

In this paper, a new form of generalized additive models is proposed. The proposed models consist of a distribution function of the mean response and a weighted linear combination of distribution functions of covariates. This form does not make any structural problems on linking the mean response and covariates. Markov chain Monte Carlo methods are used to estimate the parameters within a Bayesian framework.

Suggested Citation

  • Yeo, In-Kwon, 2007. "Generalized weighted additive models based on distribution functions," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1394-1402, July.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:12:p:1394-1402
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    References listed on IDEAS

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    1. J. A. John & N. R. Draper, 1980. "An Alternative Family of Transformations," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(2), pages 190-197, June.
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