Message-ID: <x2fyrp41qt.fsf@viggo.kubism.ku.dk>
Date: 2005-09-28T16:04:58Z
From: Peter Dalgaard
Subject: p-level in packages mgcv and gam
In-Reply-To: <Pine.LNX.4.63a.0509280823360.745@homer23.u.washington.edu>
Thomas Lumley <tlumley at u.washington.edu> writes:
> Bob, on the other hand, chooses the amount of smoothing depending on
> the data. When a 4 df smooth fits best he ends up with the same model
> as Alice and the same p-value. When some other df fits best he ends
> up with a different model and a *smaller* p-value than Alice.
This doesn't actually follow, unless the p-value (directly or
indirectly) found its way into the definition of "best fit". It does
show the danger, though.
--
O__ ---- Peter Dalgaard ??ster Farimagsgade 5, Entr.B
c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907