H Antonella, hi listfolk,
Probably a better (though quite technical) reference would be:
Wood, S. N., Pya, N., & Säfken, B. (2016). Smoothing Parameter and Model
Selection for General Smooth Models. Journal of the American Statistical
Association, 111(516), 1548–1563.
https://doi.org/10.1080/01621459.2016.1180986
In particular Appendix J shows the exact technical details for the
Tweedie, based on those in Section 3.3. In practice, mgcv (which does
the hard work inside dsm to fit models) will estimate the Tweedie
parameter while it estimates the other hyperparameters in the model
(like the smoothing parameters, scale parameter etc).
Hope that helps,
--dave
On 13/09/2021 14:37, Antonella Pane wrote:
> Eric, Thank you very much for your fast response. I will check these
> documents.
>
> To add more detail to my question (especially for the second part), the
> p terms of the Tweedie models I ran ranged between 1.01 and 1.11
>
> El lunes, 13 de septiembre de 2021 a las 3:38:15 UTC-3, Eric Rexstad
> escribió:
>
> Antonella
>
> A partial answer to your question about the estimation of p in the
> Tweedie can be found by consulting the documentation for the |mgcv|
> R package
>
>
https://cran.r-project.org/web/packages/mgcv/mgcv.pdf
> <
https://cran.r-project.org/web/packages/mgcv/mgcv.pdf>
> <
https://cran.r-project.org/web/packages/tweedie/tweedie.pdf>
> The author of the |mgcv| package refers to the literature regarding
> the computations:
>
> Dunn,P.K.andG.K.Smyth(2005)SeriesevaluationofTweedieexponentialdispersionmodel
> densities. Statistics and Computing 15:267-280
>
> Perhaps others can provide a less clinical answer.
> *MailScanner has detected a possible fraud attempt from
> "
cran.r-project.org" claiming to be* Package ‘tweedie’ -
>
cran.r-project.org
> <
https://cran.r-project.org/web/packages/tweedie/tweedie.pdf>
> Package ‘tweedie’ January 20, 2021 Version 2.3.3 Date 2021-01-20
> Title Evaluation of Tweedie Exponential Family Models Author Peter
> K. Dunn [cre, aut]
>
cran.r-project.org <
http://cran.r-project.org>
>
> //
>
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