P-splines are a versatile statistical modelling tool, dealing with nonlinear relationships between the response and explanatory variable(s). GAMLSS is a distributional regression framework which allows modelling of a response variable using any parametric distribution. The combination of the two methodologies provides one of the most powerful tools in modern regression analysis. This article discusses the application of the two techniques when the response variable is zero-adjusted (or semi-continuous), which combines a point probability at zero with a positive continuous distribution.
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