Hello, in the paper "Avoiding the effects of concurvity in GAM's .." of Figueiras et al. (2003) it is mentioned that in GLM collinearity is taken into account in the calc of se but not in GAM (-> results in confidence interval too narrow, p-value understated, GAM S-Plus version). I haven't found any references to GAM and concurvity or collinearity on the R page. And I wonder if the R version of Gam differ in this point. Another question would be, what the best manual way of a variable selection is, due to the lack of a stepwise procedure for GAM. Including the first variables, add var1, if GCV improves (what would be considered as improvement?) or P-value signif., keep it, otherwise drop it - add var 2, and so on?
thanks in advance, cheers Martin ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
