[R] significant terms in spline model using GAM

[Liaw, Andy]

Doing subset selection purely based on statistical significance this way is
known to be very problematic, to put it mildly.  I'd suggest that you read
up on Prof. Harrell's recent book, Regression Modeling Strategies, on how to
do appropriate model selection.

Andy

> -----Original Message-----
> From: Nirmal Govind [mailto:nirmalg at psu.edu]
> Sent: Monday, April 21, 2003 7:24 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] significant terms in spline model using GAM
> 
> 
> Hi.. I'm using gam() to fit a spline model for a data set 
> that has two predictor
> variables (say A and B). The results indicate that the higher 
> order interaction
> terms are significant. The R^2 jumps from .5 to .9 when I 
> change the maximum
> order for the interaction from 10 to 15 (i.e. (AB)^10 to 
> (AB)^15). Is there any
> way of finding out which of the terms in the model are really 
> "significant" so
> that I could drop some of the terms from the model?
> 
> Thanks,
> nirmal
> 
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