As someone (Simon Wood, for instance) could explain much better and as it is stressed in the help files of the mgcv pakage (the package including the gam() function) gam in R is not a clone of gam in S+. S+ uses backfitting while R uses penalized splines (see the references inside gam() function). The approaches are quite different and can lead to substantial differences in particular cases, for instance with concurvity.
best, vito PS Can you point out the exact reference for "Figueiras et al. (2003)"? ----- Original Message ----- From: Martin Wegmann <[EMAIL PROTECTED]> To: R-list <[EMAIL PROTECTED]> Sent: Tuesday, September 16, 2003 3:47 PM Subject: [R] gam and concurvity > 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 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
