[R] GAM-binomial logit link

cipollin at ds.unifi.it cipollin at ds.unifi.it
Fri Aug 22 09:33:23 CEST 2008


> Dear all,
>
> I'm using a binomial distribution with a logit link function to fit a GAM
> model. I have 2 questions about it.
> First i am not sure if i've chosen the most adequate distribution. I don't
> have presence/absence data (0/1) but I do have a rate which values vary
> between 0 and 1. This means the response variable is continuous even if
> within a limited interval. Should i use binomial?

I guess safer to use the option
family = quasibinomial
since, with a continuous [0,1]-response, the empirical (conditional)
variance of y can significantly differ from the corresponding theoretical
binomial variance.

You can find references in
Papke - Wooldridge (1996), 'Journal of Applied Econometrics' (vol. 11, p.
619-632).

> Secondly, in the numerical output i get negative values of UBRE score. I
> would like to know if one should consider the lowest absolute value or the
> lowest real value to select the best model.

Hmmm... On the basis of the UBRE formula within gam{mgcv}, UBRE scores
should be nonnegative. Please inspect the values of the single elements
inside the formula to discover possible problems.


> Thank you in advance for your help.
> Marina

Fabrizio Cipollini



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