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Related to GAMS: games, Gamas
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Because the mechanical details of the two studies are similar, we begin by giving the details of our method for simulating GAM models and data sets with random concurvity.
In Figure 1B, the sample standard deviation in [beta] as a function of the concurvity coefficient is in contrast to the S-Plus estimate of the standard deviation of [beta], and indicates that the true (empirical) standard error of the estimate of [beta] increases substantially with increasing concurvity, whereas the estimated standard error produced by the S-Plus gam function is increased by comparatively little.
The performance of the alternative standard error estimate was superior to that of the estimate provided by the S-Plus gam function; at each level of concurvity, the test based on the S-Plus estimator resulted in a larger overall type I error.
3, therefore, seem likely to best represent the type of bias we might expect to be present in the fitted GAM produced from those data.