Flexible Regression and Smoothing: Using GAMLSS in R, 1st Edition (Hardback) book cover

Flexible Regression and Smoothing

Using GAMLSS in R, 1st Edition

By Mikis D. Stasinopoulos, Robert A. Rigby, Gillian Z. Heller, Vlasios Voudouris, Fernanda De Bastiani

Chapman and Hall/CRC

549 pages | 164 B/W Illus.

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pub: 2017-05-08
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Description

This book is about learning from data using the Generalized Additive Models for Location, Scale and Shape (GAMLSS). GAMLSS extends the Generalized Linear Models (GLMs) and Generalized Additive Models (GAMs) to accommodate large complex datasets, which are increasingly prevalent. GAMLSS allows any parametric distribution for the response variable and modelling all the parameters (location, scale and shape) of the distribution as linear or smooth functions of explanatory variables. This book provides a broad overview of GAMLSS methodology and how it is implemented in R. It includes a comprehensive collection of real data examples, integrated code, and figures to illustrate the methods, and is supplemented by a website with code, data and additional materials.

Reviews

"That the authors succeed in communicating the process of learning from data using the GAMLSS suite of tool is due to the clear and effective organization of the book. The book is a complete introduction to GAMLSS models (and by extension GLMs and GAMs) as well as some newer techniques such as semi-parametric neural networks/deep learning and trees. I highly recommend it to any reader interested in advanced machine learning techniques."

Carlo Di Maio, European Central Bank

"’Flexible Regression and Smoothing: Using GAMLSS in R’ is a comprehensive and authoritative text from the co-authors of perhaps the most flexible regression modeling framework in statistics and supervised machine learning. Traditional regression approaches focus on the mean of the distribution conditional on a set of predictor variables. GAMLSS extends this up to four distribution parameters which are modeled as additive functions of predictor variables. Through this extension, the analyst has a choice of over 90 continuous, discrete and mixed distributions for the response variable which allows modeling of highly skewed and kurtotic distributions while improving transparency and interpretability for the effects of predictor variables driving the model. This well-written book details the methodology and R packages underlying the framework including algorithms, model fitting, additive terms, model diagnostics and examples with real data. The impact of GAMLSS has been demonstrated in many industries including medicine, environmental science, biology, finance and insurance. Data scientists, quantitative analysts and researchers will be enlightened when discovering the myriad of modeling opportunities through the material in this landmark text."

Edward Tong, PhD

"Generalized additive models for location, scale, and shape (GAMLSS) as introduced by Bob Rigby and Mikis Stasinopoulos in their seminal 2005 paper are one versatile, yet simple method that allows regression predictors to be placed on any parameter of a potentially complex response distribution. Since 2005, Bob, Mikis, and co-workers invested a considerable amount of work into the development of statistical software for GAMLSS as well as many extensions of the methodology. Flexible Regression and Smoothing: Using GAMLSS in Ris a perfect way of getting started with GAMLSS, since it combines an easily accessible overview of the underlying methods with a thorough introduction to the implementation in R via the GAMLSS package family. Moreover, the book also covers many advanced topics such as finite mixture specifications and random effects as well as many areas of applied interest, such as model selection and model diagnostics. It is therefore an invaluable resource both for those interested in applying GAMLSS in practice and those that are interested in the underlying methods. In summary, there is no more excuse to focus on means in regression given the easy access to advanced methods such as GAMLSS through this book."

Thomas Kneib, Georg-August-Universität Göttingen

Table of Contents

Part I Introduction to models and packages

Why GAMLSS?

Introduction to the gamlss packages

Part II The R implementation: algorithms and functions

The Algorithms

The gamlss() function

Methods for fitted gamlss objects

Part III Distributions

The gamlss.family of distributions

Finite mixture distributions

Part IV Additive terms

Linear parametric additive terms

Additive Smoothing Terms

Random effects

Part V Model selection and diagnostics

Model selection techniques

Diagnostics

Part VI Applications

Centile Estimation

Further Applications

About the Originator

Author

Gillian Heller

Sydney, New South Wales, Australia

Learn more about Gillian Heller >>

About the Series

Chapman & Hall/CRC The R Series

Learn more…

Subject Categories

BISAC Subject Codes/Headings:
MAT029000
MATHEMATICS / Probability & Statistics / General