Software for computing the asymptotically exact standard errors in GAM

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Gam Exact Standard Errors

example of usage

 

Documentation of the example

 

home of the gam

 
  gam.exact is an S-PLUS function which takes a gam object and produces exact standard errors for each linear term in the gam call (except for the intercept).

A reference for the software is Dominici F, McDermott A, Hastie TJ (2004). "Improved Semi-Parametric Time Series Models of Air Pollution and Mortality," Journal of American Statistical Association, 468, 938-948.

© 2002,  Biostatistics Department, Bloomberg School Of Public Health, Johns Hopkins University.
Last updated: 10/09/2002