Dear Fabien,
At 03:03 PM 11/13/2002 +0100, Fabien.Fivaz at ie-zea.unil.ch wrote:
Is it possible to compare two GAM objects created with the gam() function from the mgcv package. I use a slightly modified version of anova.glm() named anova.gam(), modified from John Fox (2002). It often gives me some aberant responses, especially with "F" test. I use a quasibinomial model and scale (dispersion) is calculated and used in the calculation of the F value. Does someone already tried this or does someone knows if all this is theoretically possible ?
(Your reference is probably to the anova.gam function in the script file for the on-line appendix on nonparametric regression to my R and S-PLUS Companion to Applied Regression.) I don't have specific information about your question, but can provide some background: Hastie and Tibshirani, Generalized Additive Models (Chapman and Hall, 1990), discuss analysis of variance and analysis of deviance procedures for GAMs, providing a heuristic justification and some simulation evidence. You'll find discussion of the subject on pages 65-67, 155-156, and 292-294. I hope that this helps, John ----------------------------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario, Canada L8S 4M4 email: jfox at mcmaster.ca phone: 905-525-9140x23604 web: www.socsci.mcmaster.ca/jfox ----------------------------------------------------- -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._