significant terms in spline model using GAM
On Mon, 21 Apr 2003 19:24:02 -0400 (EDT)
Nirmal Govind <nirmalg at psu.edu> wrote:
Hi.. I'm using gam() to fit a spline model for a data set that has two predictor variables (say A and B). The results indicate that the higher order interaction terms are significant. The R^2 jumps from .5 to .9 when I change the maximum order for the interaction from 10 to 15 (i.e. (AB)^10 to (AB)^15). Is there any way of finding out which of the terms in the model are really "significant" so that I could drop some of the terms from the model? Thanks, nirmal
Dropping insignificant terms in that way is usually bad statistical practice. --- Frank E Harrell Jr Prof. of Biostatistics & Statistics Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences U. Virginia School of Medicine http://hesweb1.med.virginia.edu/biostat