gamlssObject function

Fitted gamlssObject object

Fitted gamlssObject object

A fitted gamlss object returned by function gamlss and of class "gamlss" and "SemiParBIV".

Returns

  • fit: List of values and diagnostics extracted from the output of the algorithm.

  • gam1, gam2, gam3: Univariate starting values' fits.

  • coefficients: The coefficients of the fitted model.

  • weights: Prior weights used during model fitting.

  • sp: Estimated smoothing parameters of the smooth components.

  • iter.sp: Number of iterations performed for the smoothing parameter estimation step.

  • iter.if: Number of iterations performed in the initial step of the algorithm.

  • iter.inner: Number of iterations performed within the smoothing parameter estimation step.

  • n: Sample size.

  • X1, X2, X3, ...: Design matrices associated with the linear predictors.

  • X1.d2, X2.d2, X3.d2, ...: Number of columns of X1, X2, X3, etc.

  • l.sp1, l.sp2, l.sp3, ...: Number of smooth components in the equations.

  • He: Penalized -hessian/Fisher. This is the same as HeSh for unpenalized models.

  • HeSh: Unpenalized -hessian/Fisher.

  • Vb: Inverse of He. This corresponds to the Bayesian variance-covariance matrix used for confidence/credible interval calculations.

  • F: This is obtained multiplying Vb by HeSh.

  • t.edf: Total degrees of freedom of the estimated bivariate model. It is calculated as sum(diag(F)).

  • edf1, edf2, edf3, ...: Degrees of freedom for the model's equations.

  • wor.c: Working model quantities.

  • eta1, eta2, eta3, ...: Estimated linear predictors.

  • y1: Response.

  • logLik: Value of the (unpenalized) log-likelihood evaluated at the (penalized or unpenalized) parameter estimates.

Author(s)

Maintainer: Giampiero Marra giampiero.marra@ucl.ac.uk

See Also

gamlss, summary.gamlss