Generalized Additive Models

I talk about generalized linear models here. Target variable: \(y\) Independent variables: \(x\)

\[g(E_y (y|x)) = \beta_0 + f_1(x_1) + f_2(x_2) + ... + f_p(x_p)\]

Prefered functions to introduce nonlinearity for \(f_i\) are ‘splines’.

---