[R] gam and step

Simon Wood simon at stats.gla.ac.uk
Mon Jul 14 19:47:52 CEST 2003


There isn't a step.gam() in mgcv yet.... it is one of the things that I'd
like to do eventually, although it will probably be based on comparison of
GCV/UBRE scores rather than H_0 testing. 

best,
Simon

> 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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> 
_____________________________________________________________________
> Simon Wood simon at stats.gla.ac.uk        www.stats.gla.ac.uk/~simon/
>>  Department of Statistics, University of Glasgow, Glasgow, G12 8QQ
>>>   Direct telephone: (0)141 330 4530          Fax: (0)141 330 4814




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