Modern Regression

S-PLUS has a ‘Modern Regression Module’ which contains functions for a number of regression methods. These are not necessarily non-linear in the sense of Chapter 9, which refers to a non-linear parametrization, but they do allow nonlinear functions of the independent variables to be chosen by the procedures. The methods are all fairly computer-intensive, and so are only feasible in the era of plentiful computing power (and hence are ‘modern’). Some of these methods are part of the S modelling language, and others have been added by S-PLUS. As the latter predate the modelling language and have not been updated, the functions of this chapter do not have a consistent style and user interface.