[R] Comparing GAM objects using ANOVA

[John Fox]

Dear Fabien,

At 03:03 PM 11/13/2002 +0100, Fabien.Fivaz at ie-zea.unil.ch wrote:

>Is it possible to compare two GAM objects created with the gam() function 
>from the mgcv package. I use a slightly modified version of anova.glm() 
>named anova.gam(), modified from John Fox (2002). It often gives me some 
>aberant responses, especially with "F" test. I use a quasibinomial model 
>and scale (dispersion) is calculated and used in the calculation of the F 
>value. Does someone already tried this or does someone knows if all this 
>is theoretically possible ?

(Your reference is probably to the anova.gam function in the script file 
for the on-line appendix on nonparametric regression to my R and S-PLUS 
Companion to Applied Regression.)

I don't have specific information about your question, but can provide some 
background: Hastie and Tibshirani, Generalized Additive Models (Chapman and 
Hall, 1990), discuss analysis of variance and analysis of deviance 
procedures for GAMs, providing a heuristic justification and some 
simulation evidence. You'll find discussion of the subject on pages 65-67, 
155-156, and 292-294.

I hope that this helps,
  John


-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
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