[R] How to compare GLM and GAM models

[Prof Brian Ripley]

On Tue, 19 Jun 2007, Ben Bolker wrote:

> Yuanchang xie <xieyc <at> hotmail.com> writes:
>
>>
>> Dear Listers,
>>
>> I want to compare two negative binomial models fitted using glm.nb and
>> gam(mgcv) based on the same data. What would be the most appropriate
>> criteria to compare these two models? Can someone point me to some
>> references? Thank you very much.
>>
>> Yuanchang Xie
>
>  Since they can't possibly be nested I would suggest AIC.

Surely they could be: a smooth fit in gam includes the possibility of a 
linear fit.

What is of more concern to me is that gam() is by default itself doing 
model selection, so AIC is not well-defined.  According to ?gam.selection, 
the comparisons are best done by comparing scores within mgcv.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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