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Generalized Additive Models for Location Scale and Shape (GAMLSS) in RKeywords: Box-Cox transformation , centile estimation , cubic smoothing splines , LMS method , negative binomial , non-normal , non-parametric , overdispersion , penalized likelihood , skewness and kurtosis Abstract: GAMLSS is a general framework for fitting regression type models where the distribution of the response variable does not have to belong to the exponential family and includes highly skew and kurtotic continuous and discrete distribution. GAMLSS allows all the parameters of the distribution of the response variable to be modelled as linear/non-linear or smooth functions of the explanatory variables. This paper starts by defining the statistical framework of GAMLSS, then describes the current implementation of GAMLSS in R and finally gives four different data examples to demonstrate how GAMLSS can be used for statistical modelling.
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