backfit | the estimates for the components of an additive (partial linear) model are calculated. If the local linear smoother is applied, the first derivatives are calculated as well, additionally the second derivatives if the local quadratic smoother is chosen. |
fastint | fastint estimates the additive components and their derivatives of an additive model using a modification of the integration estimator plus a one step backfit, see Kim, Linton and Hengartner (1997) and Linton (1996) |
gamfit | gamfit provides an interactive tool for fitting additive models |
gammain | sets defaults for library gam |
gamopt | gamopt defines a list with optional parameters in gam macros. The list is either created or new options are appended to an existing list. Note that gamopt does accept _any_ values for the parameters without validity. |
gamout | creates a nice output for GAM. ! auxiliary macro ! |
gamtest | tests all abovementioned macros of gam.lib |
gintest | estimation of the univariate additive functions in a separable generalized additive model using Nad.Watson, local linear or local quadratic |
gintestpl | gintestpl fits an additive generalized partially linear model E[y|x,t] = G(x*b + m(t)). This macro offers a convenient interface for GPLM estimation. A preparation of data is performed (inclusive sorting). |
interact | interact estimates a model with interaction terms. It is using the marginal integration estimator with a local polynomial smoother. For details see Sperlich, Tjostheim, Yang (1997) |
intertest1 | intertest1 is testing for interaction of x_1 and x_2 in an additive regression model. It is looking at the interation estimate and using wild bootstrap. For details see Sperlich, Tjostheim, Yang (1997) |
intertest2 | intertest2 is testing for interaction of x_1 and x_2 in an additive regression model. It is looking at the estimate of the mixed derivative of the joint influence and using wild bootstrap. For details see Sperlich, Tjostheim, Yang (1997) |
intest | estimation of the univariate additive functions in a separable additive model using Nad.Watson, local linear or local quadratic |
intest1 | estimation of the univariate additive functions in a separable additive model using Nad.Wat. |
intest2d | estimation of a bivariate joint influence function and its derivatives in a model with possible interaction. When loc.lin.smoother is chosen you get the function estimate and the first derivatives in the first and second direction, when loc.quadr.smoother is chosen you get the function and the mixed derivative estimate. |
intestpl | estimation of the univariate additive functions in a separable additive partial linear model using local polynomial estimation |
pcad | pcad estimates the additive components, the significant directions and the regression on principal components |
wavetest | Additive component analysis in additive separable models using wavelet estimation. An additive component can be tested against a given polynomial form with degree p, e.g. when p is set to zero we test for significant influence of that component. For details see Haerdle, Sperlich, Spokoiny (1997). |