R: [R] gam and concurvity

Vito Muggeo vito.muggeo at giustizia.it
Tue Sep 16 16:28:37 CEST 2003

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.


PS Can you point out the exact reference for "Figueiras et al. (2003)"?

----- Original Message -----
From: Martin Wegmann <mailinglist.wegmann at gmx.net>
To: R-list <r-help at stat.math.ethz.ch>
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
> al. (2003) it is mentioned that in GLM collinearity is taken into account
> the calc of se but not in GAM (-> results in confidence interval too
> p-value understated,  GAM S-Plus version). I haven't found any references
> 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
> 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,
> so on?
> thanks in advance, cheers Martin
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help

More information about the R-help mailing list