Questions tagged [gamlss]
Generalized additive models for location, scale and shape (GAMLSS).
125
questions
1
vote
0
answers
32
views
Worm plots - application for GAM
Recently, I stumbled upon the application of a "worm plot" for model diagnostics. It was new, for me, kind of way of looking at model residuals. For those not familiar with what a worm plot ...
1
vote
1
answer
50
views
Identify maximum in quadratic regression
I am looking for a way to find the maximum in a quadratic regression.
Specifically, I have two variables X and Y. Y is a discrete and commonly used scale representing the severity of a disease, ...
0
votes
0
answers
42
views
Ways to parametrise a positive parameter
I am working with a differentiable state-space model involving a noise variance term $\sigma^2$ which I want to parametrise based on some features, e.g. $\sigma^2 = g(X\beta) > 0$, wherer $\beta$ ...
0
votes
0
answers
23
views
Reproducing model with fractional polynomial predictions
I'm fitting a gamlss model using fractional polynomials. My x variable is a positive real number, including zero, and y is also positive real number ranging from 1000 to 2000.
When I try to reproduce ...
1
vote
1
answer
34
views
Reproducing model with fractional polynomial predictions
I'm fitting a gamlss model using fractional polynomials. My x variable is a positive real number, including zero, and y is also positive real number ranging from 1000 to 2000.
When I try to reproduce ...
1
vote
0
answers
21
views
GAMLSS - How to adjust AIC for log-transformation of variables [duplicate]
I have one GAMLSS model in which the independent and dependent variable are on the natural scale, and a second model in which both variables have been log-transformed. How do I adjust the AIC of the ...
2
votes
1
answer
33
views
Expression of estimated standart deviation in GAMLSS model
I'm trying to replicate the results of the North Carolina Birth Data Analysis in the paper A Bivariate Copula Additive Model for Location, Scale and Shape by Giamperro Marra and Rosalba Radice (https:/...
0
votes
0
answers
84
views
NA's in the working vector or weights for parameter sigma in gamlss call with exGAUS family
I am trying to fit standardized reaction time data to an ex-gaussian distribution with gamlss. In most cases the below code works fine (see rt_std1) and outputs the required ex-gauss parameters. In ...
3
votes
1
answer
81
views
Density Forecasts with GAMLSS
Does someone know the function to create density forecasts within the GAMLSS Package?
The predict. Formula is not the right one. Predict do Point Forecasts
0
votes
0
answers
79
views
Why is gamlss fitting distributions which do not fit and are not feasible?
I have the following example using gamlss to fit optimal distributions.
z0 are random variables of normal distribution with mu=1 and sd=2.
z1 should fit the best ...
2
votes
1
answer
144
views
How to interpret the p-value associated with the intercept?
I ran a gamlss to predict my response variable Y with 2 categorical factors PROTECTION and JOUR
...
1
vote
1
answer
44
views
Interpretation of estimates for a model with 2 categorial factors
I ran a model with 2 fixed factors that are categorial:
Ind: 10 levels
CRENEAU: 4 levels
For the parameter nu (I am running a <...
1
vote
1
answer
63
views
Difference between ZIP and ZIP2
I am wondering about the difference between ZIP and ZIP2 distributions in the gamlss package.
I read, in the gamlss documentation, that
The ZIP2 is a different ...
1
vote
1
answer
50
views
Interpretation estimates of a gamlss with 2 categorials fixed factors
I want to know if my response variable "Ratio" is influenced by 2 fixed factors : "Protection" and "essai"
Each experimental units has one level of ESSAI and one level of ...
1
vote
1
answer
311
views
How to interpret nu and tau in GAMLSS BEINF?
My response data is a ratio going from 0 to 1, inflated at 0 and 1.
My aim is to build an explanatory model to test the influence of PROTECTION and JOUR (categorical fixed factors) on the response ...
1
vote
0
answers
166
views
GAMLSS model can't compute vcov using family BEINF0
I am using gamlss to analyze inherently proportional data for % mildew on leaf area. This is an average value of 10 leaves per replicate. I only have 3 replicates. I used BEINF0 for some datasets that ...
0
votes
1
answer
188
views
GAMLSS: What exactly is the predicted or fitted sigma? why can't I use it to calculate z-score?
The question I have is previously posted here in detail by someone else but the main question is not answered.
what exactly is the fitted sigma? Is it always standard deviation?
If yes, why can't it ...
3
votes
1
answer
141
views
Interpreting predict() with gamlss() and beta-binomial family=BB
Note after answer is posted: The issue here was actually about formatting the data of the dependent variables in the formula when using (beta-)binomial families. Not about ...
1
vote
1
answer
293
views
Which distribution to choose in a GAMLSS model
I am trying to model the following continuous variable (its distribution shown in the image below) through a GAMLSS according to different variables. The question I have is how to choose the type of ...
0
votes
1
answer
68
views
Understanding Ridge regression for GAMLSS
I am trying to understand the mathematics behind Ridge regression for parametric GAMLSS. As I understand so far, it introduces a penalty term defines as
$$\text{Penalty term}=\lambda \sum_{j=1}^{J_k} \...
0
votes
1
answer
28
views
How to compare GAIC of linear model and other GLMS?
my dataset can be found here:
https://raw.githubusercontent.com/yuliaUU/test/main/test.csv
...
2
votes
1
answer
353
views
Termplots in GAMLSS
I am interested in plotting the marginal effects in my GAMLSS model. However, what puzzles me a bit is that when using the term.plot() function from the ...
1
vote
1
answer
191
views
Standard errors in GAMLSS vs LMER
Why do the standard errors for gamlss are much lower than the standard errors from lmer?
...
1
vote
1
answer
112
views
Choosing whether to eliminate or keep a predictor in a GAMLSS model
I need to calculate the centile curve for y using a GAMLSS model with age and height as predictors.
The plots below depict the relationship between log(y) and each of the independent variables.
I ...
1
vote
1
answer
124
views
How to find the appropriate model to apply (GAMLSS)/Approving statistical thinking
I need to compute percentile curves using the LMS method (from the GAMLSS package/models) with Age and Height as predictors.
What is the best way to determine which equation (with which transformation ...
0
votes
0
answers
57
views
Need some help to identify the appropriate distribution
The residual plots of the following models are not normal, while the distribution of residuals between (-3 to 3) is normal in model m17. The worm plot of all equations appears to be correct. The goal ...
0
votes
1
answer
173
views
Find the more appropriate fit by using term.plot in GAMLSS
I'm comparing several GAMLSS models and was wondering how I might use the term.plot to identify the best model/fit. What type of information can we get from this graph? Can I argue that the model with ...
0
votes
2
answers
101
views
qBCCGo function in GAMLSS package (quantile function)
I am working with GAMLSS technique and I use LMS (with three parameters of mean,variation and skewness) method. I found the follwoing formula to calculate the lower limit of normal as the link ...
3
votes
1
answer
223
views
How to compare centiles from different models?
I am comparing the centiles from different GAMLSS models. Which model has a better performance. Why?
For model 1, the number of cases below 0.4 centile is 0.5. Is this possible? The number of cases ...
1
vote
0
answers
89
views
A question about applying GAMLSS models
I want to make the growth chart by using age and height as predictors. As the scatter plots show a nonlinear relationship between age and y, I need to use the P-spline to make the statistical equation....
0
votes
1
answer
92
views
Proportion/Ratio response variable
I need some advice to understand the following code. We are working with lung data and usually we use LMS technique to calculate the reference curves. In order to calcualte the curves with LMS method ...
4
votes
2
answers
683
views
Robust options to fit GLM or GAM for overdispersed Poisson counts (quasipoisson or negative binomial) in R
It appears glmrob from the robustbase library does not support quasipoisson or ...
2
votes
1
answer
79
views
Is it possible to do meta-regression with GAMLSS?
I am about to conduct a meta-regression analysis to fit some age-related changes. Since the GAMLSS approach is highly suggested in the normal regression of such data, I want to apply GAMLSS to my ...
2
votes
1
answer
471
views
GAMLSS vs VGAM for percentile curves (Growth chart)
It seems that there are two methods and packages in R to calculate the Percentile curves based on LMS (Lambda for the skew, Mu for the median, and Sigma for the generalized coefficient of variation; ...
0
votes
1
answer
118
views
How to obtain the p-values of a gamlssMX model?
I am working with a dataset that includes a binary target variable (0 or 1).
I have built a model with the gamlssMX() function included on the "gamlss.mx" package to explain a continuous ...
0
votes
1
answer
23
views
Identifying the appropriate model for determining the dimension with the most impact on poverty
I am working on a research to determine the dimension (health, unemployment, education and standard of living) with the most impact on poverty. The response variable is the decile score obtained for ...
0
votes
1
answer
474
views
Error in post-hoc analysis on gamlss model with emmeans: "Error in V[idx, idx, drop = FALSE] : subscript out of bounds" [closed]
I am utilizing gamlss currently because of its flexibility in specifying 'rarer' data families but run into an error when trying to compare 2-by-2 differences in mu effects for my fixed model factors.
...
2
votes
2
answers
307
views
Creating nonlinear centiles/reference charts with longitudinal data
I have a continuous dependent variable measured for several thousand subjects. The dependent variable has been measured one or more times per subject at nonuniform points in time. I am looking to ...
1
vote
1
answer
523
views
How to improve the fit of a beta zero-inflated regression model (GAMLSS)?
I'm working with a response variable with values between 0.0 and 1.0. I have a lot of zero. Thus, I'm using beta zero-inflated regression model. Specifically, I'm using the function gamlss from the ...
0
votes
2
answers
178
views
can daily count data use GAM ordered categorical family, proportional-odds model?
The observed response variable Y takes on one of K(=21) ordered categories.
Here is a summary of my response data (count data: the number of hospital admission in each day), y has observations across ...
1
vote
4
answers
885
views
Betabinomial (BB) regression in the gamlss package (R)
I'd be grateful for any help with beta-binomial (BB) regression in the gamlss package: predictions
from the fitted model of "mu" values for each observation in my data seem reasonable. But ...
0
votes
1
answer
190
views
How to use censoring at left point of zero in GAMLSS?
How do I apply GAMLSS tools to left-censored regression at a specific point?
I know there exists gamlss.cens package, but it seems can not be censored at zero.
0
votes
3
answers
853
views
gamlss plot check
I used the gamlss to fit the model.
Bottom right panel: Normal QQPlot of the quantile residuals. The plots suggest a slight left skewness of the quantile residuals. My questions is should this be ...
1
vote
0
answers
70
views
ZINB boosting model (gamboostLSS) seems off in R, what could be the reason?
I have a dataset containing counts (values from 0 to 30) and different covariates. This is what the distribution of the count data looks like:
After fitting a gamlss boosting model in R (with the ...
2
votes
0
answers
414
views
Weibull distributed GLM with GAMLSS good fit?
I have data from a plant disease screen in a greenhouse. 145 plants in a greenhouse were inoculated with bacteria over the course of three days, and the amount of bacteria in the plant assessed at a ...
2
votes
1
answer
465
views
Predict gamlss one-inflated beta model
How do you obtain predicted probabilities for the one-inflated component (nu model) of a one-inflated beta regression in gamlss?
I have built the following model
<...
3
votes
0
answers
76
views
How to interpret a n-related change in coverage for model (simulation study)
I have repeated measures data from n_subjects where each has n_obs number of measurements before and after some intervention, ...
3
votes
1
answer
401
views
Johnson SU distribution parameters values from R/rugarch
I have fit a GARCH model where I set the distribution to the Johnson's SU. I don't fully understand the distribution parameters returned by the model.
To begin with, from Wikipedia, Johnson's SU is ...
1
vote
0
answers
96
views
Residual autocorrelation in non-stationary (gaulss) model
I'm fitting a non-stationary model using mgcv (family: gaulss()) where the data have been collected at different points in space....
1
vote
1
answer
152
views
meanBEINF vs predict(model, type = "response') in BEINF GAMLSS. and determining odds of predictor variable coefficient
A variation of this question has been asked, but certain items remain unanswered -
I am modeling the proportion of mortality (Prop) using a single continuous predictor variable which is temperature (...