Open Conference Systems, 50th Scientific meeting of the Italian Statistical Society

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The GAMLSS models: Past and Future
Mikis Stasinopoulos

Last modified: 2018-05-16

Abstract


GAMLSS is a framework of statistical modelling introduced by Rigby and Stasinopoulos(2005) as a way to overcome some of the limitations associated with Generalised LinearModels (GLM) and Generalised Additive Models (GAM), Nelder and Weddeburn (1972)and Hastie and Tibshirani (1990) respectively.In GAMLSS the exponential family distribution assumption for the response variable,y, is relaxed and replaced by a general distribution family, including highly skew and/orkurtotic continuous and discrete distributions. The systematic part of the model is ex-panded to allow modelling not only the mean (or location) but all the parameters of thedistribution of y as linear and/or nonlinear parametric and/or additive non-parametricfunctions of explanatory variables and/or random effects.

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