| Usage: |
gamfit(t,y{,opt})
|
| Input: |
| t | n x p matrix, the predictor variables.
|
| y | n x 1 vector , the observed
response variables
|
| opt | optional, a list with optional input. The macro
"gamopt" can be used to set up this parameter.
The order of the list elements is not important.
|
| opt.x | n x d matrix, the discrete predictor variables.
|
| opt.h | p x 1 or 1 x 1 matrix , chosen bandwidth for
the directions of interest
|
| opt.g | p x 1 or 1 x 1 matrix , chosen bandwidth for
the directions not of interest
|
| opt.loc | dummy , for loc=0 local constant (Nad. Wats.),
for loc=1 local linear and for loc=2 local
quadratic estimator will be used
|
| opt.kern | string, specifying the kernel function for backfitting
algorithm
|
| opt.tg | ng x pg vector, a grid for continuous part. If tg is
given, the nonparametric function will be
computed on this grid.
|
| opt.shf | integer, (show-how-far) if exists and =1, an output
is produced which indicates how the iteration
is going on (additive function / point of estimation /
number of iteration).
|
| opt.code | text string, the short code for the model (e.g.
"bilo" for logit or "noid" for ordinary PLM).
|
| opt.wx | scalar or n x 1 vector, prior weights. If not given,
all weights are set to 1.
|
| opt.off | scalar or n x 1 vector, offset in linear predictor.
If not given, set to 0.
|
| opt.name | string, prefix for the output. If not given, "gam"
is used.
|
| opt.xvars | p x 1 string vector, variable names for the output.
Note, that only up to 11 characters are used.
|
| Output: |
| gampic or opt.name+"pic" | display, containing estimation result |
| gamfit | list object, which is made
globally available |
| gamfit.m | estimator for the non-linear part |
| gamfit.b | p x 1 vector, estimated coefficients of the linear part |
| gamfit.bv | p x p matrix, estimated covariance matrix for b. |
| gamfit.const | scalar, estimated constant. |
| gamfit.opt | list, internally used option list. |