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Running ADMB-executables
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In a DOS window
Under linux
Command line options:
-l1 10000000 -l2 100000000
-l3 10000000 -nl1 10000000
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Results: Computation times
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Model description
Since their introduction by Hastie & Tibshirani in the late 80ies, GAM's have become very popular.
This example shows how to fit a GAM using penalized splines. The reason why GAM's can easily
be handled in ADMB-RE is that penalized splines are a special case of random effects.
ADMB-RE automatically estimates the degrees of freedom for each spline component, as this only amounts to
estimate the variance of the random effects. A more detailed discussion of the model and the estimation approach can be found
here: union.pdf
The data, which are available from Statlib (lib.stat.cmu.edu/), contain information for each of 534 workers about
whether they are members (y=1) of a workers union or not (y=0). The goal is to model the probability of membership as a
function of various covariates.
The file union.s shows how to create design matrices for B-splines
in R (S-Plus). When sourced into R, union.s creates the input
file for ADMB union.dat. You can use it
as a basis for you own spline models.
If you find the R-function gam too restrictive, the following extensions are easily accommodated in ADMB-RE:
- Mix spline component with `ordinary' random effects to account for
correlation within groups/clusters.
- Add parametric nonlinear components to the linear predictor
Results
The probability of union membership as function of covariates (with all remaining covariate-effects fixed at their sample means):
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