Additive and Generalized Additive Models a Survey

Abstract This paper is the attempt to summarize the state of art in addi tive and generalized additive models GAM The emphasis is on approaches and numerical procedures which have emerged since the monograph of Hastie and Tibshirani although reconsidering certain aspects of their work Apart from GAM vector GAM VGAM alternating conditional expecta tions ACE and additivity and variance stabilization AVAS are discussed Last but not least there are software hints for all these models y The rst author revised this paper during a research visit at Sonderforschungsbereich at the HumboldtUniversity Berlin He likes to thank Stefan Sperlich for providing the marginal integration algorithm and for valuable discussions An extended version will be published in the book Smoothing and Regression Approaches Computation and Applica tion edited by M G Schimek Wiley New Yor