Dear useRs, I reran an analysis with bam (mgcv, version 1.7-17) originally conducted using an older version of bam (mgcv, version 1.7-11) and this resulted in the same estimates, but much lower standard errors (in some cases 20 times as low) and lower p-values. This obviously results in a larger set of significant predictors. Is this result expected given the improvements in the new version? Or this a bug and are the p-values of bam in mgcv 1.7-17 too low? The summaries of both versions are shown below to enable a comparison.
In addition, applying the default method="fREML" (mgcv version 1.7-17) on the same dataset yields only non-significant results, while all results are highly significant using method="REML". Furthermore, it also results in large negative (e.g., -8757) edf values linked to s(X,bs="RE") terms. Is this correct, or is this a bug? The summary of the model using method="fREML" is also shown below. I hope someone can shed some light on this. With kind regards, Martijn Wieling, University of Groningen ################################# ### mgcv version 1.7-11 ################################# Family: gaussian Link function: identity Formula: RefPMIdistMeanLog.c ~ s(GeoX, GeoY) + RefVratio.z + IsSemiwordOrDemonstrative + RefSoundCnt.z + SpYearBirth.z * IsAragon + PopCntLog_residGeo.z + s(Word, bs = "re") + s(Key, bs = "re") Parametric coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.099757 0.020234 -4.930 8.23e-07 *** RefVratio.z 0.105705 0.013328 7.931 2.19e-15 *** IsSemiwordOrDemonstrative 0.289828 0.046413 6.245 4.27e-10 *** RefSoundCnt.z 0.119981 0.021202 5.659 1.53e-08 *** SpYearBirth.z -0.011396 0.002407 -4.734 2.21e-06 *** IsAragon 0.055678 0.033137 1.680 0.09291 . PopCntLog_residGeo.z -0.006504 0.003279 -1.984 0.04731 * SpYearBirth.z:IsAragon 0.015871 0.005459 2.907 0.00365 ** --- Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1 Approximate significance of smooth terms: edf Ref.df F p-value s(GeoX,GeoY) 24.01 24.21 31.16 <2e-16 *** s(Word) 352.29 347.00 501.57 <2e-16 *** s(Key) 269.75 289.25 10.76 <2e-16 *** --- Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1 R-sq.(adj) = 0.693 Deviance explained = 69.4% REML score = -22476 Scale est. = 0.038177 n = 112608 ################################# ### mgcv version 1.7-17, much lower p-values and standard errors than version 1.7-11 ################################# Family: gaussian Link function: identity Formula: RefPMIdistMeanLog.c ~ s(GeoX, GeoY) + RefVratio.z + IsSemiwordOrDemonstrative + RefSoundCnt.z + SpYearBirth.z * IsAragon + PopCntLog_residGeo.z + s(Word, bs = "re") + s(Key, bs = "re") Parametric coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.0997566 0.0014139 -70.552 < 2e-16 *** RefVratio.z 0.1057049 0.0006565 161.010 < 2e-16 *** IsSemiwordOrDemonstrative 0.2898285 0.0020388 142.155 < 2e-16 *** RefSoundCnt.z 0.1199813 0.0009381 127.905 < 2e-16 *** SpYearBirth.z -0.0113956 0.0006508 -17.509 < 2e-16 *** IsAragon 0.0556777 0.0057143 9.744 < 2e-16 *** PopCntLog_residGeo.z -0.0065037 0.0007938 -8.193 2.58e-16 *** SpYearBirth.z:IsAragon 0.0158712 0.0014829 10.703 < 2e-16 *** --- Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1 Approximate significance of smooth terms: edf Ref.df F p-value s(GeoX,GeoY) 24.01 24.21 31.15 <2e-16 *** s(Word) 352.29 347.00 587.26 <2e-16 *** s(Key) 269.75 313.00 4246.76 <2e-16 *** --- Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1 R-sq.(adj) = 0.693 Deviance explained = 69.4% REML score = -22476 Scale est. = 0.038177 n = 112608 ################################# ### mgcv version 1.7-17, default: method="fREML", all p-values non-significant and negative edf's of s(X,bs="re") ################################# Family: gaussian Link function: identity Formula: RefPMIdistMeanLog.c ~ s(GeoX, GeoY) + RefVratio.z + IsSemiwordOrDemonstrative + RefSoundCnt.z + SpYearBirth.z * IsAragon + PopCntLog_residGeo.z + s(Word, bs = "re") + s(Key, bs = "re") Parametric coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.099757 1.730235 -0.058 0.954 RefVratio.z 0.105705 1.145329 0.092 0.926 IsSemiwordOrDemonstrative 0.289828 4.167237 0.070 0.945 RefSoundCnt.z 0.119981 1.901158 0.063 0.950 SpYearBirth.z -0.011396 0.034236 -0.333 0.739 IsAragon 0.055678 0.298629 0.186 0.852 PopCntLog_residGeo.z -0.006504 0.041981 -0.155 0.877 SpYearBirth.z:IsAragon 0.015871 0.077142 0.206 0.837 Approximate significance of smooth terms: edf Ref.df F p-value s(GeoX,GeoY) -1376 1 7.823 0.00516 ** s(Word) -8298 347 577.910 < 2e-16 *** s(Key) -1421 316 13.512 < 2e-16 *** --- Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1 R-sq.(adj) = 0.741 Deviance explained = 69.4% fREML score = -22476 Scale est. = 0.038177 n = 112608 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.