On Tuesday 16 September 2003 16:28, Vito Muggeo wrote: > 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)"?
I haven't found a journal name but the *.pdf download is http://isi-eh.usc.es/trabajos/110_70_fullpaper.pdf > ----- 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
