Thomas Lumley <[EMAIL PROTECTED]> writes: > Bob, on the other hand, chooses the amount of smoothing depending on > the data. When a 4 df smooth fits best he ends up with the same model > as Alice and the same p-value. When some other df fits best he ends > up with a different model and a *smaller* p-value than Alice.
This doesn't actually follow, unless the p-value (directly or indirectly) found its way into the definition of "best fit". It does show the danger, though. -- O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
