1st Edition

Statistical Models in S

Edited By J. M. Chambers, T.J. Hastie Copyright 1992
624 Pages
by Chapman & Hall

624 Pages
by Routledge

Statistical Models in S extends the S language to fit and analyze a variety of statistical models, including analysis of variance, generalized linear models, additive models, local regression, and tree-based models. The contributions of the ten authors-most of whom work in the statistics research department at AT&T Bell Laboratories-represent results of research in both the computational and... Read more

1 An Appetizer

John M. Chambers, Trevor J. Hastie

A Manufacturing Experiment

Models for the Experimental Results

A Second Experiment

Summary

2 Statistical Models

John M. Chambers, Trevor J. Hastie

Thinking About Models

Models and Data

Creating Statistical Models

Model Formulas in S

Data of Different Types in Formulas

Interaction

Combining Data and Formula

More on Models

Formulas in Detail

Coding Factors by Contrasts

Internal Organization of Models

Rules for Coding Expanded Formulas

Formulas and Terms

Terms and the Model Matrix

Bibliographic Notes

Data for Mdels

John M. Chambers

Examples of Data Frames

Example: Automobile Data

Example: A Manufacturing Experiment

Example: A Marketing Study

Computations on Data Frames

Variables in Data Frames; Factors

Creating Data Frames

Using and Modifying Data Frames

Summaries and Plots

Advanced Computations on Data

Methods for Data Frames

Data Frames as Databases or Evaluation Frames

Model Frames and Model Matrices

Parameterized Data Frames

4 Linear Models

John M. Chambers

Linear Models in Statistics

S Functions and Objects

Fitting the Model

Basic Summaries

Prediction

Options in Fitting

Updating Models

Specializing and Extending the Computations

Repeated Fitting of Similar Models

Adding and Dropping Terms

Influence of Individual Observations

Numerical and Statistical Methods

Mathematical and Statistical Results

Numerical Methods

Overdetermined and Ill-determined Models

5 Analysis of Variance; Designed Experiments

John M. Chambers, Anne E. Freeny, Richard M. Heiberger

Models for Experiments: The Analysis of Variance

S Functions and Objects

Analysis of Variance Models

Graphical Methods and Diagnostics

Generating Designs

The S Functions: Advanced Use

Parameterization; Contrasts

More on Aliasing

Anova Models as Projections

Computational Techniques

Basic Computational Theory Aliasing; Rank-deficiency

Error Terms

Computations for Projection

6 Generalized Linear Models

Trevor J. Hastie, Daryl Pregibon

Statistical Methods

S Functions and Objects

Fitting the Model

Specifying the Link and Variance Functions

Updating Models

Analysis of Deviance Tables

Chi-squared Analyses

Plotting

Specializing and Extending the Computations

Other Arguments to glm()

Coding Factors for GLMs

More on Families

Diagnostics Stepwise Model Selection

Prediction

Statistical and Numerical Methods

Likelihood Inference

Quadratic Approximations

Algorithms

Initial Values

7 Generalized Additive Models

Trevor J. Hastie

Statistical Methods

Data Analysis and Additive Models

Fitting Generalized Additive Models

S Functions and Objects

Fitting the Models

Plotting the Fitted Models

Further Details on gam()

Parametric Additive Models: bs() and ns()

An Example in Detail

Specializing and Extending the Computations

Stepwise Model Selection

Missing Data

Prediction

Smoothers in gam()

More on Plotting

Numerical and Computational Details

Scatterplot Smoothing

Fitting Simple Additive Models

Fitting Generalized Additive Models

Standard Errors and Degrees of Freedom

Implementation Details

8 Local Regression Models

William S. Cleveland, Eric Grosse, William M. Shyu

Statistical Models and Fitting

Definition of Local Regression Models

Loess: Fitting Local Regression Models

S Functions and Objects

Gas Data

Ethanol Data

Air Data

Galaxy Velocities

Fuel Comparison Data

Specializing and Extending the Computations

Computation

Inference

Graphics

Statistical and Computational Methods

9 Tree-Based Models

Linda A. Clark, Daryl Pregibon

Tree-Based Models in Statistics

Numeric Response and a Single Numeric Predictor

Factor Response and Numeric Predictions

Factor Response and Mixed Predictor Variables

S Functions and Objects

Growing a Tree

Functions for Diagnostics

Examining Subtrees

Examining Nodes

Examining Splits

Examining Leaves

Specializing the Computations

Numerical and Statistical Methods

Handling Missing Values

Some Computational Issues

Extending the Computations

10 Nonlinear Models

Douglas M. Bates, John M. Chambers

Statistical Methods

S Functions

Fitting the Models

Summaries

Derivatives

Profiling the Objective Function

Partially Linear Models

Some Details

Controlling the Fitting

Examining the Model

Weighted Nonlinear Regression

Programming Details

Optimization Algorithm

Nonlinear Least-Squares Algorithm

A Classes and Methods: Object-oriented Programming in S

John M. Chambers

A.1 Motivation

A.2 Background

A.3 The Mechanism

A.4 An Example of Designing a Class

A.5 Inheritance

A.6 The Frames for Methods

A.7 Group Methods; Methods for Operators

A.8 Replacement Methods

A.9 Assignment Methods

A.10 Generic Functions

A.11 Comment

B S Functions and Classes

References

Index

Biography

Hastie, T.J.