[R] Discrepancy between gam from gam package and gam in S-PLUS

[John Fox]

Dear Trevor,

I've noticed a discrepancy in the degrees of freedom reported by gam() from
the gam package in R vs. gam() in S-PLUS. The nonparametric df differ by 1;
otherwise (except for things that depend upon the df), the output is the
same:

--------- snip ------------ 

*** From R (gam version 0.93):

> mod.gam <- gam(prestige ~ lo(income, span=.6), data=Prestige)
> summary(mod.gam)

Call: gam(formula = prestige ~ lo(income, span = 0.6), data = Prestige)
Deviance Residuals:
    Min      1Q  Median      3Q     Max 
-17.163  -8.205  -1.998   8.070  32.326 

(Dispersion Parameter for gaussian family taken to be 122.5047)

    Null Deviance: 29895.43 on 101 degrees of freedom
Residual Deviance: 12004.72 on 97.9939 degrees of freedom
AIC: 785.82 

Number of Local Scoring Iterations: 2 

DF for Terms and F-values for Nonparametric Effects

                       Df Npar Df Npar F     Pr(F)    
(Intercept)             1                             
lo(income, span = 0.6)  1       2 10.626 6.537e-05 ***
---
Signif. codes:  0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 


*** From S-PLUS 6.2.1 for Windows:

> library(car)
> mod.gam <- gam(prestige ~ lo(income, span=.6), data=Prestige)
> summary(mod.gam)

Call: gam(formula = prestige ~ lo(income, span = 0.6), data = Prestige)
Deviance Residuals:
       Min        1Q    Median       3Q      Max 
 -17.16264 -8.205246 -1.997525 8.070375 32.32608

(Dispersion Parameter for Gaussian family taken to be 123.7677 )

    Null Deviance: 29895.43 on 101 degrees of freedom

Residual Deviance: 12004.72 on 96.99392 degrees of freedom

Number of Local Scoring Iterations: 1 

DF for Terms and F-values for Nonparametric Effects

                       Df Npar Df   Npar F        Pr(F) 
           (Intercept)  1                              
lo(income, span = 0.6)  1       3 7.018995 0.0002517358
> 

--------- snip ------------ 

I suppose that one of these must be in error.

Regards,
 John
--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox