SCAB34S SPLINES:
Generalized Additive Models

Generalized Additive Modeling, (GAM), is provided by the B34S® ProSeries Econometric System and SCAB34S SPLINES software products. SCA WorkBench provides the user interface to shell a GAM modeling and validation environment in the B34S program suite.

The WorkBench product is a companion to the SCA Statistical System and SCAB34S software, providing a graphical user interface for several applications including GAM modeling for cross sectional data, GAM-Logit modeling for ordered data, and GAM models for time series data. Within the context of GAM model validation, the predictive performance of these models may be validated by comparing the in-sample and out-of-sample predictive values to linear regression models using OLS, MINIMAX, or L1 estimation methods. Within the context of GAM-Logit model validation, the predictive performance of these models may be validated by viewing the Confusion Matrices and Lift-Gains between the GAM model and an OLS, Probit, or Logistic model.

• Overview of GAM Modeling Environment
• Examples of GAM Modeling