[S] variant of GAM

Adrian Baddeley (adrian@maths.uwa.edu.au)
Thu, 20 Aug 1998 15:07:00 +0800

Is there a way to trick gam() into fitting this variant
of a generalised additive model:

Poisson responses, log link, and linear predictor
eta_i = alpha + z_{i,1} f(x_1) + ... + z_{i,n} f(x_n)
where f(.) is a smooth function (the SAME function each time),
and the data are
x_i observations of an explanatory variable x
z_{i,j} indicators (equal to 0 or 1), KNOWN

In effect the linear predictor is a sum of a variable number of terms;
summed over a subset of the data (the subset is known and depends on i)
each summand being an evaluation of the same smooth function f
applied to the observation x_j. The function f is to be estimated.

I'd be grateful for any hints...

Adrian Baddeley
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