Additive Models

Wed, 11 Nov 2026 14:00:00 +1100

an additive model replaces each linear term \(\beta_j x_j\) of linear regression with an unknown smooth function \(f_j(x_j)\), and adds them up. a generalised additive model (gam) does the same inside the link of a generalised linear model. the single-predictor smoother is the building block and lives on splines and smoothing; this page is about what changes when there are several smooths in one model: identifiability, one penalty per term, choosing several smoothing parameters at once, and the non-gaussian fit. 𐃏

Mgcv on Aayush Bajaj's Augmenting Infrastructure

Additive Models