The GAM Procedure
- Overview
- Getting Started
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Syntax
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Details
Missing Values Nonparametric Regression Additive Models and Generalized Additive Models Forms of Additive Models Estimates from PROC GAM Backfitting and Local Scoring Algorithms Smoothers Selection of Smoothing Parameters Confidence Intervals for Smoothers Distribution Family and Canonical Link Dispersion Parameter Computational Resources ODS Table Names ODS Graphics
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Examples
- References
| Dispersion Parameter |
Continuous distributions in the exponential family (Gaussian, gamma, and inverse Gaussian) have a dispersion parameter that can be estimated by the scaled deviance. For these continuous response distributions, PROC GAM incorporates this dispersion parameter estimate into standard errors of the parameter estimates, prediction standard errors of spline and loess components, and chi-square statistics. The discrete distributions used in GAM (binomial and Poisson) do not have a dispersion parameter. For more details on the distributions, dispersion parameter, and deviance, see Generalized Linear Models Theory in Chapter 39, The GENMOD Procedure.