[R] predicted values in mgcv gam
Denis Chabot
chabotd at globetrotter.net
Sun Mar 5 16:53:00 CET 2006
Hi,
In fitting GAMs to assess environmental preferences, I use the part
of the fit where the lower confidence interval is above zero as my
criterion for positive association between the environmental variable
and species abundance. However I like to plot this on the original
scale of species abundance. To do so I extract the fit and SE using
predict.gam.
Lately I compared more carefully the plots I obtain in this way and
those obtained with plot.gam and noticed differences which I do not
understand.
To avoid sending a large dataset I took an example from gam Help to
illustrate this.
Was I wrong to believe that the fit and its confidence band should
behave the same way on both scales?
Thanks in advance,
Denis Chabot
#######################
library(mgcv)
set.seed(0)
n<-400
sig<-2
x0 <- runif(n, 0, 1)
x1 <- runif(n, 0, 1)
x2 <- runif(n, 0, 1)
x3 <- runif(n, 0, 1)
f0 <- function(x) 2 * sin(pi * x)
f1 <- function(x) exp(2 * x)
f2 <- function(x) 0.2*x^11*(10*(1-x))^6+10*(10*x)^3*(1-x)^10
f <- f0(x0) + f1(x1) + f2(x2)
g<-exp(f/4)
y<-rpois(rep(1,n),g)
mean.y <- mean(y)
gam2 <- gam(y~ s(x2), poisson)
# to plot on the response scale
val.for.pred <- data.frame(x2=seq(min(x2), max(x2), length.out=100))
pred.2.resp <- predict.gam(gam2, val.for.pred ,type="response",
se.fit=TRUE)
lower.band <- pred.2.resp$fit - 2*pred.2.resp$se.fit
upper.band <- pred.2.resp$fit + 2*pred.2.resp$se.fit
pred.2.resp <- data.frame(val.for.pred, pred.2.resp, lower.band,
upper.band)
# same thing on term scale
pred.2.term <- predict.gam(gam2, val.for.pred ,type="terms",
se.fit=TRUE)
lower.band <- pred.2.term$fit - 2*pred.2.term$se.fit
upper.band <- pred.2.term$fit + 2*pred.2.term$se.fit
pred.2.term <- data.frame(val.for.pred, pred.2.term, lower.band,
upper.band)
# it is easier to compare two plots instead of looking at these two
data.frames
plot(gam2, residuals=T, pch=1, cex=0.7)
abline(h=0)
plot(y~x2, col=grey(0.5))
lines(fit~x2, col="blue", data=pred.2.resp)
lines(lower.band~x2, col="red", lty=2, data=pred.2.resp)
lines(upper.band~x2, col="red", lty=2, data=pred.2.resp)
abline(h=mean.y,lty=5,col=grey(0.35))
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