About stepwise regression problem
On Thu, 2011-10-06 at 20:12 -0700, pigpigmeow wrote:
chris, I'm not using lmer, i just use gam mixed with smoothing function and linear function
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I have the following question, 1.if I reject the variable term which has greater the p-value no matter the variable term is smoothing term or linear term, is it correct to perform stepwise regression. 2. In my model noxd<-gam(newNOX~pressure+maxtemp+s(avetemp,bs="cr")+s(mintemp,bs="cr")+s(RH,bs="cr")+s(solar,bs="cr")+s(windspeed,bs="cr")+s(transport,bs="cr"),family=gaussian (link=log),groupD,methods=REML) , is it generalized additive mixed model?
That is not a GAMM. It is a GAM.
3. what the different if I use other criteria such as AIC or BIC?
Don't do what you are doing. Heed Frank's advice that stepwise selection without shrinkage is invalid. For feature selection in GAMs, use the select = TRUE argument to gam() to turn on an addition penalty that can shrink terms out of the model, hence doing feature selection for you. HTH G
Anyway, thank all of you! -- View this message in context: http://r.789695.n4.nabble.com/About-stepwise-regression-problem-tp3870217p3880835.html Sent from the R help mailing list archive at Nabble.com.
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