[R] gam and concurvity
Martin Wegmann
mailinglist.wegmann at gmx.net
Tue Sep 16 15:47:16 CEST 2003
Hello,
in the paper "Avoiding the effects of concurvity in GAM's .." of Figueiras et
al. (2003) it is mentioned that in GLM collinearity is taken into account in
the calc of se but not in GAM (-> results in confidence interval too narrow,
p-value understated, GAM S-Plus version). I haven't found any references to
GAM and concurvity or collinearity on the R page. And I wonder if the R
version of Gam differ in this point.
Another question would be, what the best manual way of a variable selection
is, due to the lack of a stepwise procedure for GAM. Including the first
variables, add var1, if GCV improves (what would be considered as
improvement?) or P-value signif., keep it, otherwise drop it - add var 2, and
so on?
thanks in advance, cheers Martin
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