[R] testing non-linear component in mgcv:gam

[Simon Wood]

In this case the models being compared are really identical, and the
P-value is meaningless numerical noise.

If your main focus is hypothesis testing and you really need near exact
p-values, then do this sort of testing using unpenalized models. i.e.
don't have mgcv::gam estimate the EDF of the smooth, just use
`s(...,fx=TRUE)' to estimate it unpenalized. This gives horrible point
estimates and excellent p-values.

best,
Simon

> Hi,
>
> I need further help with my GAMs. Most models I test are very
> obviously non-linear. Yet, to be on the safe side, I report the
> significance of the smooth (default output of mgcv's summary.gam) and
> confirm it deviates significantly from linearity.
>
> I do the latter by fitting a second model where the same predictor is
> entered without the s(), and then use anova.gam to compare the two. I
> thought this was the equivalent of the default output of anova.gam
> using package gam instead of mgcv.
>
> I wonder if this procedure is correct because one of my models
> appears to be linear. In fact mgcv estimates df to be exactly 1.0 so
> I could have stopped there. However I inadvertently repeated the
> procedure outlined above. I would have thought in this case the
> anova.gam comparing the smooth and the linear fit would for sure have
> been not significant. To my surprise, P was 6.18e-09!
>
> Am I doing something wrong when I attempt to confirm the non-
> parametric part a smoother is significant? Here is my example case
> where the relationship does appear to be linear:
>
> library(mgcv)
> > This is mgcv 1.3-7
> Temp <- c(-1.38, -1.12, -0.88, -0.62, -0.38, -0.12, 0.12, 0.38, 0.62,
> 0.88, 1.12,
>             1.38, 1.62, 1.88, 2.12, 2.38, 2.62, 2.88, 3.12, 3.38,
> 3.62, 3.88,
>             4.12, 4.38, 4.62, 4.88, 5.12, 5.38, 5.62, 5.88, 6.12,
> 6.38, 6.62, 6.88,
>             7.12, 8.38, 13.62)
> N.sets <- c(2, 6, 3, 9, 26, 15, 34, 21, 30, 18, 28, 27, 27, 29, 31,
> 22, 26, 24, 23,
>              15, 25, 24, 27, 19, 26, 24, 22, 13, 10, 2, 5, 3, 1, 1,
> 1, 1, 1)
> wm.sed <- c(0.000000000, 0.016129032, 0.000000000, 0.062046512,
> 0.396459596, 0.189082949,
>              0.054757925, 0.142810440, 0.168005168, 0.180804428,
> 0.111439628, 0.128799505,
>              0.193707937, 0.105921610, 0.103497845, 0.028591837,
> 0.217894389, 0.020535469,
>              0.080389068, 0.105234450, 0.070213450, 0.050771363,
> 0.042074434, 0.102348837,
>              0.049748344, 0.019100478, 0.005203125, 0.101711864,
> 0.000000000, 0.000000000,
>              0.014808824, 0.000000000, 0.222000000, 0.167000000,
> 0.000000000, 0.000000000,
>              0.000000000)
>
> sed.gam <- gam(wm.sed~s(Temp),weight=N.sets)
> summary.gam(sed.gam)
> > Family: gaussian
> > Link function: identity
> >
> > Formula:
> > wm.sed ~ s(Temp)
> >
> > Parametric coefficients:
> >             Estimate Std. Error t value Pr(>|t|)
> > (Intercept)  0.08403    0.01347   6.241 3.73e-07 ***
> > ---
> > Signif. codes:  0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
> >
> > Approximate significance of smooth terms:
> >         edf Est.rank     F  p-value
> > s(Temp)   1        1 13.95 0.000666 ***
> > ---
> > Signif. codes:  0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
> >
> > R-sq.(adj) =  0.554   Deviance explained = 28.5%
> > GCV score = 0.09904   Scale est. = 0.093686  n = 37
>
> # testing non-linear contribution
> sed.lin <- gam(wm.sed~Temp,weight=N.sets)
> summary.gam(sed.lin)
> > Family: gaussian
> > Link function: identity
> >
> > Formula:
> > wm.sed ~ Temp
> >
> > Parametric coefficients:
> >              Estimate Std. Error t value Pr(>|t|)
> > (Intercept)  0.162879   0.019847   8.207 1.14e-09 ***
> > Temp        -0.023792   0.006369  -3.736 0.000666 ***
> > ---
> > Signif. codes:  0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
> >
> >
> > R-sq.(adj) =  0.554   Deviance explained = 28.5%
> > GCV score = 0.09904   Scale est. = 0.093686  n = 37
> anova.gam(sed.lin, sed.gam, test="F")
> > Analysis of Deviance Table
> >
> > Model 1: wm.sed ~ Temp
> > Model 2: wm.sed ~ s(Temp)
> >    Resid. Df Resid. Dev         Df  Deviance      F   Pr(>F)
> > 1 3.5000e+01      3.279
> > 2 3.5000e+01      3.279 5.5554e-10 2.353e-11 0.4521 6.18e-09 ***
>
>
> Thanks in advance,
>
>
> Denis Chabot
>
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