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Multiple interaction terms in GAMM-model

Gavin Simpson
On Thu, 2013-07-25 at 04:56 -0700, Jeroen wrote:
<snip />
The model looks a little odd - the way you've written it you don't need
`te()` smooths. For the interaction with doy, I would try

te(x1, doy, bs = c("cr", "cc"))

assuming x1 and doy are continuous. This specifies cubic splines and
cyclic cubic splines respectively for x1 and doy. I use a cyclic spline
for doy as we might not expect Jan 1st and Dec 31st to be much
different. By separating the interaction between x1 and doy and the one
for x1 and region you are saying that the way the effect of x1 varies
through the year does not change between regions. Is that reasonable?

I think you need something for the objectID - a random effect or a fixed
effect will account for differences in mean values of taul between
objects. A random effect seems most useful otherwise you'll eat into
your degrees of freedom, but you have plenty of those.

The correlation part assumes that the residuals follow an AR(1) applied
within the objects, with each AR(1) having the same coefficient.
Autocorrelation decreases exponentially with lag/separation. It is a
reasonable start. Fitting will be much quicker without this. Could you
try fitting without and then extract the normalised residuals to check
for residual correlation?

I hope you have a lot of memory and a lot of spare time available; my
experience of fitting similarly sized (though not as complex - I had one
*very* long series) was that gamm() used large amounts of RAM (I had
16GB and most was used for a single model) and took many days to fit.
You may find the random effect for object fights with the AR(1) so you
could end up with an odd fit if it fits at all.

You are going to want to turn on verbosity when fitting so you can see
how the optimisation is proceeding. Something like

require(nlme)
## need a control object
ctrl <- lmeControl(msVerbose = TRUE,
                   maxIter = 400,
                   msMaxIter = 400,
                   niterEM = 0, ## this is VERY important for gamm()!
                   tolerance = 1e-8,
                   msTol = 1e-8,
                   msMaxEval = 400)

then add `control = ctrl` to the `gamm()` call.

I would approach the expecting the model to fail to fit so be prepared
to simplify it etc.

Good luck,

G

  
    

      
      
    

  


  


  


  
  

    

  

    
      
    
    
Thread (3 messages)

  

  

    
            
        Jeroen
        
        Multiple interaction terms in GAMM-model
      
      Jul 25
    
    
      
            
        Gavin Simpson
        
        Multiple interaction terms in GAMM-model
      
      Jul 26
    
    
      
            
        Jeroen
        
        Multiple interaction terms in GAMM-model
      
      Jul 29