[R] gam and step

Martin Wegmann baliola at riseup.net
Mon Jul 14 17:34:28 CEST 2003


hello, 

I am looking for a step() function for GAM's.
In the book Statistical Computing by Crawley and a removal of predictors  has 
been done "by hand"

model <- gam(y ~s(x1) +s(x2) + s(x3))
summary(model) 
model2 <- gam(y ~s(x2) + s(x3)) # removal of the unsignificant variable
#then comparing these two models if an significant increase occurs.
anova(model, model2, test="F")

isn't there a way to drop and add variables automatically until the best model 
is received? like in step(lm(...))? 
Or as in grasp.step.gam() - but that doesn't work when I tried it outside 
GRASP-R.

thanks for your help, cheers Martin




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