Re: [R] mgcv (bam) very large standard error difference between versions 1.7-11 and 1.7-17, bug?

2012-06-11 Thread Simon Wood
Dear Martijn, You are right that the change in the summary defaults was not a sensible thing to do, and I'll change it back. However in the mean time you can use 1.7-17 with summary(...,freq=FALSE), when you have random effects in the model (it really shouldn't make a statistically meaningful

Re: [R] mgcv (bam) very large standard error difference between versions 1.7-11 and 1.7-17, bug?

2012-06-11 Thread Martijn Wieling
Hi Simon, Thanks for your reply. That is very helpful. However, in the logistic regression example, there also appears to be a large difference in the p-values and estimates when comparing summary(model) # mgcv 1.7-11 summary(model,freq=F) # mgcv 1.7-17 These should be the same, right? But why

Re: [R] mgcv (bam) very large standard error difference between versions 1.7-11 and 1.7-17, bug?

2012-06-11 Thread Simon Wood
Hi Martijn, The issue in this case is that the estimates for the terms are rather different (not just the p-values). I think that the difference is down to this change made in version 1.7-13 (from changeLog)... * re smooths are no longer subject to side constraint under nesting (since this

Re: [R] mgcv (bam) very large standard error difference between versions 1.7-11 and 1.7-17, bug?

2012-06-11 Thread Simon Wood
Hi Martijn, The negative edf from fREML was a matrix indexing bug triggered by the re term (other fREML discrepancies followed from this). Fixed for 1.7-18. Thanks for reporting this, and the supporting offline info! best, Simon On 02/06/12 23:17, Simon Wood wrote: the fREML results must

Re: [R] mgcv (bam) very large standard error difference between versions 1.7-11 and 1.7-17, bug?

2012-06-06 Thread Martijn Wieling
Dear useRs, I ran an additional analysis with another dataset and (logistic regression), but also in this case I obtain very different p-values comparing version 1.7-11 and 1.7-17. Any ideas about this? Which is the good one? Below, I'll first show the model based on 1.7-11, then of version

Re: [R] mgcv (bam) very large standard error difference between versions 1.7-11 and 1.7-17, bug?

2012-06-05 Thread Martijn Wieling
Dear useRs, Simon, @Simon: I'll send the data offline. The command summary(...,freq=F) yields the same result as before. Why did the default change from freq=F in version 1.7-13 to freq=T in version 1.7-17? Especially since the original default appeared to be better. I noticed that some of my

Re: [R] mgcv (bam) very large standard error difference between versions 1.7-11 and 1.7-17, bug?

2012-06-03 Thread Martijn Wieling
Dear useRs, I've ran some additional analyses (see below), which strongly suggest the standard errors of the bam (and gam) function are much too low in mgcv version 1.7-17, at least when including an s(X,bs=re) term. Until this issue has been clarified, it's perhaps best to use an older version

[R] mgcv (bam) very large standard error difference between versions 1.7-11 and 1.7-17, bug?

2012-06-02 Thread Martijn Wieling
Dear useRs, I reran an analysis with bam (mgcv, version 1.7-17) originally conducted using an older version of bam (mgcv, version 1.7-11) and this resulted in the same estimates, but much lower standard errors (in some cases 20 times as low) and lower p-values. This obviously results in a larger

Re: [R] mgcv (bam) very large standard error difference between versions 1.7-11 and 1.7-17, bug?

2012-06-02 Thread Simon Wood
the fREML results must be a bug. I'd modified the bam covariance and edf code in 1.7-17 and it looks like I must have messed something up. Any chance you could send me the data off line? Also can you try summary(...,freq=FALSE) under 1.7-17 and see if you get the same results as before? On