check
Thomas Yee | המחלקה לסטטיסטיקה ומדע הנתונים

לוח שנה

א ב ג ד ה ו ש
 
 
 
 
 
1
 
2
 
3
 
4
 
5
 
6
 
7
 
8
 
9
 
10
 
11
 
12
 
13
 
14
 
15
 
16
 
17
 
18
 
19
 
20
 
21
 
22
 
23
 
24
 
25
 
26
 
27
 
28
 
29
 
30
 
31
 
 
 
 
 
 
 

Thomas Yee

תאריך: 
ב', 11/04/201615:30-16:30

Speaker: Thomas W. Yee, Department of Statistics, University of Auckland, New Zealand

Title: Vector generalized linear and other associated models


Abstract
This talk will give an overview of a GLM-like unified statistical
framework and a software implementation of it in the form of
the R package VGAM. The framework comprises about half a dozen
classes of models for standard fixed-effects regression. At its
heart are vector generalized linear models (VGLMs). They are not
limited to one linear predictor or the exponential family, as with
GLMs. VGLMs are estimated by iteratively reweighted least squares
and Fisher scoring. Being purposely general, application areas
include univariate and multivariate distributions, categorical
data analysis, extreme value analysis, and time series. A second
class called vector generalized additive models (VGAMs) allows for
smoothing. Another variant is the reduced-rank VGLM (RR-VGLMs)
class for dimension-reduction, and its offspring row-column
interaction models (RCIMs). The negative binomial distribution
is used to illustrate the utility of these models. Two other
classes are quadratic RR-VGLMs which is for ordination in ecology,
and RR-VGAMs which are a data-driven version of QRR-VGLMs.

Reference: "Vector Generalized Linear and Additive Models:
With an Implementation in R", Yee, T. W. (2015), Springer: New York