REMINDER
KEELE UNIVERSITY
CENTRE FOR MEDICAL STATISTICS
SEMINAR SERIES on BIOSTATISTICS 2003/2004
NO 4: Wednesday, June 9th 2004, at 2:30 pm
Generalized Additive Model for Location, Scale and Shape
Dimitrios Stasinopoulos
London Metropolitan University
A general class of statistical models for a univariate response variable is presented which we call the Generalized Additive Model for Location, Scale and Shape, or GAMLSS. The model assumes independent observations of the response variable y given the parameters, the explanatory variables and the values of the random effects. The distribution for the response variable in the GAMLSS can be selected from a very general family of distributions including highly skew or kurtotic continuous and discrete distributions. The systematic part of the model is expanded to allow modelling not only of the mean (or location), but also of the other parameters of the distribution of y, as linear parametric and/or additive nonparametric (smooth) functions of explanatory variables and/or random effects terms. Maximum (penalized) likelihood estimation is used to fit the (non) parametric models. A Newton-Raphson/Fisher scoring algorithm is used to maximize the (penalized) likelihood. The additive terms in the model are fitted using a backfitting algorithm. Censored data are easily incorporated into the framework. Data sets from different application fields are analyzed to emphasize the generality of the GAMLSS class of models.
Venue: Room 2.22 Mathematics Dept, Third Floor, MacKay Building, Keele
University - All welcome!!
http://www.keele.ac.uk/cwis.html
http://www.esci.keele.ac.uk/kudis/_campusguide/downloads/Keele_campus_guide_colour.pdf
*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*
Janet Drewery
Centre for Medical Statistics
Mathematics Department
School of Computing and Mathematics
MacKay Building
Keele University
Keele, Staffs ST5 5BG
Tel: (01782) 583269
Fax: (01782) 584268
E-mail: [log in to unmask]
*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*
|