[R] fitting gam with constraints on parameters in mgcv

[Chris Wilcox]

Hi all,

I am trying to fit a gam using mgcv which has a mix of smooth and parametric terms.  The model is for some count data on fish catches.  I am modelling variation in location and time, but also differences among individual operators.  I am interested in the differences in operators specifically, and so am treating them as a fixed effect in my model.  While there are solutions for my problem outlined below in a glm context, I need to work with a gam as I have a 2 dimensional surface that is a key feature of the model.

My challenge is that some levels of the fixed effect for vessels always have responses of 0, leading them to have coefficient estimates that move to negative infinity, due to the log link. This leads to convergence failures.

I am looking for ways to solve this issue.  One obvious solution is to move to a Bayesian approach, and use weakly informative priors on the fixed effects terms.  I have implemented this in brms, using the same structure.  This works, but the complexity of the models means that the fitting time is much longer and I have a number of data sets to analyze.

I have found a few related questions:
https://stats.stackexchange.com/questions/504542/dealing-with-quasi-complete-separation-in-general-additive-model?r=SearchResults&s=1%7C34.9004<https://stats.stackexchange.com/questions/504542/dealing-with-quasi-complete-separation-in-general-additive-model?r=SearchResults&s=1%7C34.9004>
https://stats.stackexchange.com/questions/11109/how-to-deal-with-perfect-separation-in-logistic-regression<https://stats.stackexchange.com/questions/11109/how-to-deal-with-perfect-separation-in-logistic-regression>
but the first which dealt with gams wasn't resolved, and the second didn't appear to have any viable solutions that I haven't tried.

I would like to find a way to address this using gams in mgcv.  It seems like there should be two possibilities, using penalties of some sort on the fixed effect term or imposing a constraint on the fixed effect term.  After a lot of reading, I have not been able to find a good example of a penalty approach, and I am struggling to operationalize the pcls example from the mgcv help.

The help for pcls in mgcv is https://rdrr.io/cran/mgcv/man/pcls.html<https://rdrr.io/cran/mgcv/man/pcls.html> and the first example is the closest to what we are trying to do.

I have included an example dataset to illustrate the problem, any suggestions are greatly appreciated.

#set up data
Lat <- runif(100,1,20)
Lon <- runif(100,1,20)
Year <- runif(100,1,10)
Vessel <- rep((1:5)/10,each = 20)
Lambda <- exp(0.1*Lat - 0.01*Lat^2 + 0.1*Lon + 0.01*Lon^2 + 0.05*Year + Vessel)
Vessel <- as.factor(Vessel)
Catch <- apply(matrix(Lambda),1,rpois,n=1)
dt <- data.frame(Lat,Lon,Year,Vessel,Catch)

#now fit gam
M <- gam(Catch ~ s(Lat,Lon) + s(Year) + Vessel, family = tw, data = dt)

#create separation, all observations zero for one vessel
dt$Catch[dt$Vessel == levels(dt$Vessel)[2]] <- 0

#now fit gam again with separation
M <- gam(Catch ~ s(Lat,Lon) + s(Year) + Vessel, family = tw, data = dt)


Thanks,

Chris



Chris Wilcox
Minderoo Foundation * Flourishing Oceans
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