Generalized Additive Models

Likelihood based regression models, such as the normal linear regression model and the linear logistic model, assume a linear or some other parametric form for the covariate effects. The authors introduce the Local Scoring procedure which is applicable to any likelihood-based regression model the class of Generalized Linear Models contains many of these. In this class the Local Scoring procedure replaces a linear predictor by a additive predictor hence the name Generalized Additive Models. Local Scoring can also be applied to non-standard models like Coxs proportional hazards model for survival data.