If you want to include random intercepts in a model fit by bam/gam, then
include
s(g,bs="re")
in the model formula, where g is a factor variable with one level for
each group requiring a random intercept.
Now suppose that for each level of group g you want a random slope
w.r.t. x. You should include a term
s(g,x,bs="re")
in the gam formula (the order of g and x is not important). For random
slopes and random intercepts include
s(g,bs="re") + s(g,x,bs="re")
gam/bam only supports quite simple i.i.d random effects, so correlated
intercepts and slopes can not be estimated this way. Also the methods
are not efficient for thousands of random effects (actually
bam(,discrete=TRUE) in recent versions will manage thousands, but not
10s of thousands).
best,
Simon
On 27/04/16 15:12, Dean Force wrote:
Hello R users,
I have a quick question I was hoping to get your input on. I am new to R
and the smooth statistical regression world, and am trying to wrap my mind
around the issues concerning using splines for mixed effect modeling.
My question is the following: in the ‘gamm’ function, generalized additive
mixed models can be estimated by including random components. These can be
explicitly defined in the syntax, where you can also define whether the
random component is an intercept, slope, or both. My understanding is that
in the gam/bam function the same is achieved by including the bs="re”
option for random intercepts and linear random slopes. Am I correct? If so,
is there a way to specify whether it is the intercept or slope we are
interested in, and does that have any effect on the output of the model?
I hope these questions make sense, and I look forward to learning more
about this. Thanks for taking the time to read through this email.
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list -- To UNSUBSCRIBE and more, see
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.
--
Simon Wood, School of Mathematics, University of Bristol BS8 1TW UK
+44 (0)117 33 18273 http://www.maths.bris.ac.uk/~sw15190
______________________________________________
[email protected] mailing list -- To UNSUBSCRIBE and more, see
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.
