# About Generalized Additive Models - First parametric estimations, after nonparametric estimations for the remaining components

I wonder is it possible to construct a generalized linear modelin in that way,

• First, I will exclude the intercept term, which is standard for GAMs.
• Second, I will predict my interested dependent variable(let say y1) with a parametric model using my dependent variable let say x.
• Third, after eliminating the effect of parametric model estimates from the dependet variable, I will have a new dependent variable y2
• Then, I will predict y2 by using x by a nonparametric method.

My aim is trying to capture the effect of x on y first by a parametric model. Then, capturing the remanining effects of x on y by a non parametric method, which are not captured by parametric model.

Is this a valid method?

I will be very glad for any help. Thanks a lot.

Namely:

Stage 1:

B=average(y)

y1=y-B

Stage 2:

calculate f(y1,x) where f is a parametric model(y1 is dep. and x is indep. variable)

Stage 3:

y2=y1-f(y1,x)

calculate y_pred=g(y2,x) where g is a nonparametric procedure(y2 is dep. and x is indep. variable)

Namely; y_pred=g(y1-f(y1,x),x)

• It seems like you could specify the model as $y=x_1+x_2+\text{the rest that you do by gam}$, and that would do the whole process in one shot. – Dave May 30 at 19:10
• @Dave, I revised my post. Maybe this time it may be more clear. – oercim May 30 at 19:51