ILLUSTRATION OF GAMs

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One of the main reasons for using GAMs is that they do not involve strong assumptions about the relationship that is implicit in standard parametric regression. Such assumptions may force the fitted relationship away from its natural path at critical points.

The following example is taken from Snell and Simpson (1991). The graph shows how survival time (in weeks) in related to the log(initial white blood cell count) in leukaemia patients.

graph A fit using a linear model
graph A fit using a generalized additive model
The GAM suggests a possible curved relationship which may more accurately reflect the progress of the condition.

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Generalized Additive Models 23.4.96 Page : 2 of 15