Message-ID: <200304212324.h3LNO2202173@webmail2.cac.psu.edu>
Date: 2003-04-21T23:24:02Z
From: Nirmal Govind
Subject: significant terms in spline model using GAM
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