gam predictions with negbin model
On 26/10/11 12:10, Achim Zeileis wrote:
On Wed, 26 Oct 2011, Kari Ruohonen wrote:
Hi, I wonder if predict.gam is supposed to work with family=negbin() definition? It seems to me that the values returned by type="response" are far off the observed values. Here is an example output from the negbin examples:
set.seed(3) n<-400 dat<-gamSim(1,n=n) g<-exp(dat$f/5) dat$y<-rnbinom(g,size=3,mu=g) b<-gam(y~s(x0)+s(x1)+s(x2)+s(x3),family=negbin(3),data=dat) summary(y)
Min. 1st Qu. Median Mean 3rd Qu. Max. 0.6061 1.6340 2.8120 2.7970 3.9250 4.9830
summary(predict(b,type="response"))
Min. 1st Qu. Median Mean 3rd Qu. Max. 0.8972 3.1610 4.8140 6.1170 8.1300 28.0100 I.e. the range and mean of observed values (y)
What exactly is "y" in the code above? I guess you mean dat$y: R> summary(dat$y) Min. 1st Qu. Median Mean 3rd Qu. Max. 0.000 2.000 4.000 6.235 8.000 68.000 which looks rather reasonable... Z
Thanks - what a stupid mistake, an old .RData hanging around even if I started a new R instance. Terribly sorry and many apologies. Kari