[R] interpretation of F-statistics in GAMs
robert.ptacnik at niva.no
robert.ptacnik at niva.no
Fri Jun 15 09:06:53 CEST 2007
dear listers,
I use gam (from mgcv) for evaluation of shape and strength of relationships
between a response variable and several predictors.
How can I interpret the 'F' values viven in the GAM summary? Is it
appropriate to treat them in a similar manner as the T-statistics in a
linear model, i.e. larger values mean that this variable has a stronger
impact than a variable with smaller F?
When I run my analysis for two different response varables (but identical
predictors), is there a way to compare the F values among tests (like to
standardize them by teh sum of F within each test?) I append two summaries
below.
Thanks in advance,
Robert
### example 1 ###
Family: gaussian
Link function: identity
Formula:
dep[sel, i] ~ s(date, k = 3) + s(depth, k = kn) + s(temp, k = kn) +
s(light, k = kn) + s(PO4, k = kn) + s(DIN, k = kn) + s(prop.agpla,
k = kn)
Parametric coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 5.1048 0.0384 132.9 <2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Approximate significance of smooth terms:
edf Est.rank F p-value
s(date) 1.669 2 12.161 1.07e-05 ***
s(depth) 1.671 2 36.125 4.85e-14 ***
s(temp) 1.927 2 6.686 0.00156 **
s(light) 1.886 2 12.604 7.20e-06 ***
s(PO4) 1.676 2 3.237 0.04143 *
s(DIN) 1.000 1 38.428 3.41e-09 ***
s(prop.agpla) 1.405 2 15.987 3.79e-07 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
R-sq.(adj) = 0.687 Deviance explained = 70.5%
GCV score = 0.31995 Scale est. = 0.30076 n = 204
### example 2 ###
Family: gaussian
Link function: identity
Formula:
dep[sel, i] ~ s(date, k = 3) + s(depth, k = kn) + s(temp, k = kn) +
s(light, k = kn) + s(PO4, k = kn) + s(DIN, k = kn) + s(prop.agpla,
k = kn)
Parametric coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 7.13588 0.05549 128.6 <2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Approximate significance of smooth terms:
edf Est.rank F p-value
s(date) 1.944 2 15.997 3.67e-07 ***
s(depth) 1.876 2 25.427 1.52e-10 ***
s(temp) 1.000 1 2.866 0.0921 .
s(light) 1.751 2 4.212 0.0162 *
s(PO4) 1.950 2 10.632 4.14e-05 ***
s(DIN) 1.805 2 10.745 3.73e-05 ***
s(prop.agpla) 1.715 2 2.674 0.0715 .
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
R-sq.(adj) = 0.479 Deviance explained = 50.9%
GCV score = 0.6863 Scale est. = 0.64348 n = 209
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