[R] Gam() function in R

Frank E Harrell Jr f.harrell at vanderbilt.edu
Mon Dec 6 18:36:28 CET 2004

Yves Magliulo wrote:
> so mgcv package is the one i need! indeed, i want integrated smoothness
> selection and smooth interactions rather than stepwise selection. i have
> a lot of predictor, and i use gam to select those who are "efficient"
> and exclude others. (using p-value)

It is interesting that you use P-values but do not care that the 
strategy you use (variable selection as opposed to pre-specifying models 
or just using shrinkage) does not preserve type I error or confidence 
interval coverage probabilities in subsequent analyses with mgcv.
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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