Statistical Modelling 18 (3-4) (2018), 248–273

GAMLSS: A distributional regression approach

Mikis D Stasinopoulos
London Metropolitan University,
London,
United Kingdom
e-mail: mikis.stasinopoulos@gamlss.org

Robert A Rigby
London Metropolitan University,
London,
United Kingdom


Fernanda De Bastiani
Universidade Federal de Pernambuco,
Recife, PE,
Brazil


Abstract:

A tutorial of the generalized additive models for location, scale and shape (GAMLSS) is given here using two examples. GAMLSS is a general framework for performing regression analysis where not only the location (e.g., the mean) of the distribution but also the scale and shape of the distribution can be modelled by explanatory variables.

Keywords:

beta negative binomial; Box–Cox t; Centile estimation; head circumference; kurtosis; physician visits; skewness.

Downloads:

Example data and code in zipped archive.
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