[R] p-level in packages mgcv and gam

Peter Dalgaard p.dalgaard at biostat.ku.dk
Wed Sep 28 18:04:58 CEST 2005

Thomas Lumley <tlumley at u.washington.edu> writes:

> Bob, on the other hand, chooses the amount of smoothing depending on
> the data. When a 4 df smooth fits best he ends up with the same model
> as Alice and the same p-value.  When some other df fits best he ends
> up with a different model and a *smaller* p-value than Alice.

This doesn't actually follow, unless the p-value (directly or
indirectly) found its way into the definition of "best fit". It does
show the danger, though.

   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
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