The GAM Procedure
- Overview
- Getting Started
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Syntax
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DetailsMissing ValuesNonparametric RegressionAdditive Models and Generalized Additive ModelsForms of Additive ModelsEstimates from PROC GAMBackfitting and Local Scoring AlgorithmsSmoothersSelection of Smoothing ParametersConfidence Intervals for SmoothersDistribution Family and Canonical LinkDispersion ParameterComputational ResourcesODS Table NamesODS 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 44: The GENMOD Procedure.