Extract Linear Predictor Values and Standard Errors For A GAMLSS Model

Description

lpred is the GAMLSS specific method which extracts the linear predictor and its (approximate) standard errors for a specified parameter from a GAMLSS objects. The lpred can be also used to extract the fitted values (with its approximate standard errors) or specific terms in the model (with its approximate standard errors) in the same way that the predict.lm() and predict.glm() functions can be used for lm or glm objects. The function lp extract only the linear predictor. If prediction is required for new data values then use the function predict.gamlss().

Usage

lpred(obj, what = c("mu", "sigma", "nu", "tau"), parameter= NULL,
           type = c("link", "response", "terms"), 
           terms = NULL, se.fit = FALSE, ...)
lp(obj, what = c("mu", "sigma", "nu", "tau"), parameter= NULL, ... ) 

Arguments

Value

If se.fit=FALSE a vector (or a matrix) of the appropriate type is extracted from the GAMLSS object for the given parameter in what. If se.fit=TRUE a list containing the appropriate type, fit, and its (approximate) standard errors, se.fit.

Author(s)

Mikis Stasinopoulos

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2006) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.org/).

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

See Also

predict.gamlss

Examples

data(aids)
mod<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids) # 
mod.t <- lpred(mod, type = "terms", terms= "qrt")
mod.t
mod.lp <- lp(mod)
mod.lp 
rm(mod, mod.t,mod.lp)

Results