R: [R] gam and concurvity
mailinglist.wegmann at gmx.net
Tue Sep 16 17:04:11 CEST 2003
On Tuesday 16 September 2003 16:28, Vito Muggeo wrote:
> As someone (Simon Wood, for instance) could explain much better and as it
> is stressed in the help files of the mgcv pakage (the package including
> the gam() function)
> gam in R is not a clone of gam in S+.
> S+ uses backfitting while R uses penalized splines (see the references
> inside gam() function). The approaches are quite different and can lead to
> substantial differences in particular cases, for instance with concurvity.
> PS Can you point out the exact reference for "Figueiras et al. (2003)"?
I haven't found a journal name but the *.pdf download is
> ----- Original Message -----
> From: Martin Wegmann <mailinglist.wegmann at gmx.net>
> To: R-list <r-help at stat.math.ethz.ch>
> Sent: Tuesday, September 16, 2003 3:47 PM
> Subject: [R] gam and concurvity
> > Hello,
> > in the paper "Avoiding the effects of concurvity in GAM's .." of
> > Figueiras
> > al. (2003) it is mentioned that in GLM collinearity is taken into account
> > the calc of se but not in GAM (-> results in confidence interval too
> > p-value understated, GAM S-Plus version). I haven't found any references
> > GAM and concurvity or collinearity on the R page. And I wonder if the R
> > version of Gam differ in this point.
> > Another question would be, what the best manual way of a variable
> > is, due to the lack of a stepwise procedure for GAM. Including the first
> > variables, add var1, if GCV improves (what would be considered as
> > improvement?) or P-value signif., keep it, otherwise drop it - add var 2,
> > so on?
> > thanks in advance, cheers Martin
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://www.stat.math.ethz.ch/mailman/listinfo/r-help
More information about the R-help