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Generalized Additive Models
1. Brief Theory
1.1 Models
1.2 Marginal Integration
1.3 Backfitting
1.4 Orthogonal Series
2. Data Preparation
3. Noninteractive Quantlets for Estimation
3.1 Estimating an Additive Model
3.2 Estimating an Additive Partially Linear Model
3.3 Estimating Additive and Additive Partially Linear Model
3.4 Estimating a Generalized Additive Model
3.5 Estimating a Generalized Additive Partially Linear Model
3.6 Estimating Bivariate Marginal Influence
3.7 Estimating an Additive Model with Interaction Terms
3.8 Estimating an Additive Model Using Marginal Integration
4. Interactive Quantlet GAMFIT
5. How to Append Optional Parameters
6. Noninteractive Quantlets for Testing
6.1 Component Analysis in Additive (Partially Linear) Models
6.2 Testing for Interaction by
intertest1
6.3 Testing for Interaction by
intertest2
7. Odds and Ends
7.1 Special Properties of GAM Quantlib Quantlets
7.2 Estimation on Principal Component by PCAD
8. Application for Real Data
Bibliography