ABSTRACT

A generalized additive model (Hastie and Tibshirani, 1986, 1990) is a generalized linear model with a linear predictor involving a sum of smooth functions of covariates. In general the model has a structure something like g ( μ i )   =   A i θ   +   f 1 ( x 1 i )   +   f 2 ( x 2 i )   +   f 3 ( x 3 i , x 4 i )   +   …