 Usage:  myfit = gplmest(code,x,t,y,h{,opt})  
 
 Input:

  code                   text string, the short code for the model (e.g. 
                         "bilo" for logit or "noid" for ordinary PLM). 
                         
  x                      n x p matrix, the discrete predictor variables. 
                         
  t                      n x q matrix, the continuous predictor variables. 
                         
  y                      n x 1 vector, the response variables. 
                         
  h                      q x 1 vector, the bandwidth vector. 
                         
  opt                    optional, a list with optional input. The macro 
                         "gplmopt" can be used to set up this parameter. 
                         The order of the list elements is not important. 
                         Parameters which are not given are replaced by 
                         defaults (see below). 
                         
  opt.b0                 p x 1 vector, the initial coefficients. If not 
                         given, all coefficients are put =0 initially. 
                         
  opt.m0                 n x 1 vector, the initial values for the nonparametric 
                         part. If not given, a default is used. 
                         
  opt.tg                 ng x 1 vector, a grid for continuous part. If tg is 
                         given, the nonparametric function will also be 
                         computed on this grid. 
                         
  opt.m0g                ng x 1 vector, the initial values for the 
                         nonparametric part on the grid. These values are 
                         ignored if direct update for nonparametric function 
                         is possible. Otherwise, if not given, it is 
                         approximated from m0. 
                         
  opt.weights            string, type of observation weights. Can be 
                         "frequency" for replication counts, or "prior" 
                         (default) for prior weights in weighted regression. 
                         
  opt.wx                 scalar or n x 1 vector, frequency or prior 
                         weights. If not given, set to 1. 
                         
  opt.wc                 n x 1 vector, weights for convergence criterion, 
                         w.r.t. m(t) only. If not given, opt.wt is used. 
                         
  opt.wt                 n x 1 vector, weights for t (trimming factors). 
                         If not given, all set to 1. 
                         
  opt.off                scalar or n x 1 vector, offset. Can be used for 
                         constrained estimation. If not given, set to 0. 
                         
  opt.meth               integer, if -1, a backfitting is performed, 
                         if 1 a profile likelihood method is used, and 
                         0 a simple profile likelihood is used. 
                         The default is 0. 
                         
  opt.fscor              integer, if exists and =1, a Fisher scoring is 
                         performed (instead of the default Newton-Raphson 
                         procedure). This parameter is ignored for 
                         canonical links. 
                         
  opt.shf                integer, if exists and =1, some output is produced 
                         which indicates how the iteration is going on. 
                         
  opt.nosort             integer, if exists and =1, the continuous variables 
                         t and the grid tg are assumed to be sorted by the 
                         1st column. Sorting is required by the algorithm, 
                         hence you should switch if off only when the data 
                         are already sorted. 
                         
  opt.miter              integer, maximal number of iterations. The default 
                         is 10. 
                         
  opt.cnv                integer, convergence criterion. The default is 0.0001. 
                         
  opt.pow                scalar, power for power link. If not given, 
                         set to 0. 
                         
  opt.nbk                scalar, extra parameter k for negative binomial 
                         distribution. If not given, set to 1 (geometric 
                         distribution). 
                         
 Output:

  myfit.b                p x 1 vector, estimated coefficients 
                         
  myfit.bv               p x p matrix, estimated covariance matrix for coeff. 
                         
  myfit.m                n x 1 vector, estimated nonparametric part 
                         
  myfit.mg               ng x 1 vector, estimated nonparametric part on grid 
                         
  myfit.stat             list with the following statistics: 
                         
  myfit.stat.deviance    deviance, 
                         
  myfit.stat.pearson     generalized pearson's chi^2, 
                         
  myfit.stat.loglik      log-likelihood, 
                         
  myfit.stat.r2          pseudo R^2, 
                         
  myfit.stat.it          scalar, number of iterations needed. 
                         
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(C) MD*TECH Method and Data Technologies, 17.8.2000
