GRKPACK: Fitting smoothing spline ANOVA models for exponential families

被引：10
|
作者：
Wang, YD [1 ]
机构：
[1] UNIV MICHIGAN,DEPT BIOSTAT,ANN ARBOR,MI 48109
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1997年 / 26卷 / 02期
关键词：
generalized cross validation; Newton-Raphson iteration; RKPACK; smoothing parameter; smoothing spline ANOVA; unbiased risk estimate;
D O I：
10.1080/03610919708813408
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Wahba, Wang, Gu, Klein and Klein (1995) introduced Smoothing Spline ANalysis of VAriance (SS ANOVA) method for data from exponential families. Based on RKPACK, which fits SS ANOVA models to Gaussian data, we introduce GRKPACK: a collection of Fortran subroutines for binary, binomial, Poisson and Gamma data. We also show how to calculate Bayesian confidence intervals for SS ANOVA estimates.
引用
收藏
页码：765 / 782
页数：18
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