[R] significant terms in spline model using GAM

Frank E Harrell Jr fharrell at virginia.edu
Tue Apr 22 02:19:16 CEST 2003

On Mon, 21 Apr 2003 19:24:02 -0400 (EDT)
Nirmal Govind <nirmalg at psu.edu> wrote:

> 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

Dropping insignificant terms in that way is usually bad statistical practice.

Frank E Harrell Jr              Prof. of Biostatistics & Statistics
Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences
U. Virginia School of Medicine  http://hesweb1.med.virginia.edu/biostat

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