[R] Why there is no p-value from likelihood ratio test using anova in GAM model fitting?

willow1980 jianghua.liu at shef.ac.uk
Tue Apr 28 16:46:38 CEST 2009


Hi, Simon,
I am using mgcv:gam and the version number is mgcv_1.5-2. I also exchanged
the order of two models in
anova, but this also did not help.
>From the differences in DF(0.77246) and deviance (-0.02), these two models
seem to be not significantly different. Isn't it?
Thank you anyway!


Simon Wood-4 wrote:
> 
> The simpler model has the lower deviance (marginally), so there is nothing
> to 
> test here. This can happen with maximum penalized likelihood estimators,
> even 
> though the models are nested (especially if the smoothing parameters are 
> selected automatically). Are you using gam:gam or mgcv:gam (and which
> version 
> numbers)? 
> 
> best,
> Simon
> 
> On Tuesday 28 April 2009 12:38, willow1980 wrote:
>> Hello, everybody,
>> There is the first time for me to post a question, because I really
>> cannot
>> find answer from books, websites or my colleagues. Thank you in advance
>> for
>> your help!
>> I am running likelihood ratio test to find if the simpler model is not
>> significant from more complicated model. However, when I run LRT to
>> compare
>> them, the test did not return F value and p-value for me. What's the
>> reason? How can I get such important information?
>>
>> ####################################################
>> Analysis of Deviance Table
>>
>> Model 1: sum_surv15 ~ s(FLBS) + s(byear) + s(FLBS, byear)
>> Model 2: sum_surv15 ~ s(FLBS) + SES + s(byear) + s(FLBS, byear)
>>    Resid. Df Resid. Dev         Df Deviance F Pr(>F)
>> 1 1202.21094     601.27
>> 2 1201.43848     601.29    0.77246    -0.02
>> ####################################################
>> Thank you very much!
>>
>> Jianghua Liu, University of Sheffield
> 
> -- 
>> Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK
>> +44 1225 386603  www.maths.bath.ac.uk/~sw283
> 
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