[R] GAM: Remedial measures

Simon Wood simon at stats.gla.ac.uk
Fri Jan 14 11:16:05 CET 2005


> I fitted a GAM model with Poisson distribution to a data with about 200
> observations.  I noticed that the plot of the residuals versus fitted values
> show a trend.  Residuals tend to be lower for higher fitted values. Because,
> I'm dealing with count data, I'm thinking that this might be due to
> overdispersion.  Is there a way to account for overdispersion in any of the
> packages MGCV or GAM?  

You can `allow for' overdispersion in mgcv::gam by using the quasipoisson 
family, or setting scale to -1 in the gam call. In a straight GLM this 
would make no difference to the residual plots, since the scale parameter 
does not change the coefficient estimates. However, things are different 
for a GAM with automatic smoothness estimations, since the scale parameter 
does influence the smoothing parameter estimation criterion. Another 
possibility is to use the negative binomial family from the MASS library, 
and a third is to use the quasi family.

Simon
_____________________________________________________________________
> 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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