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GAM: Stata module for generalised additive models

Author

Listed:
  • Patrick Royston

    (UK Medical Research Council)

  • Gareth Ambler

    (University College London)

Programming Language

Stata

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.)

Suggested Citation

  • Patrick Royston & Gareth Ambler, 2002. "GAM: Stata module for generalised additive models," Statistical Software Components S428701, Boston College Department of Economics, revised 17 Jul 2012.
  • Handle: RePEc:boc:bocode:s428701
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/g/gam.zip
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