[R] Factor variables with GAM models

Noah Silverman noah at smartmediacorp.com
Sat Mar 20 05:07:24 CET 2010


Steve,

I get that.  What you wrote make sense.

My challenge is the data I'm attempting to model.  Some of the variables 
are continuous, some are factors.  both linear and poisson models work. 
(Poisson doing a much more accurate job.)  However, some of the 
numerical variables are clearly non-linear.  Hence my interest in GAM.  
I suppose one alternative would be to try some polynomial transformation 
on the variable as part of a Poisson model.

Any other suggestions would be welcome.

Thanks!

-N

On 3/19/10 8:37 PM, Steven McKinney wrote:
> Hi Noah
>
> GAM models were developed to assess the functional form
> of the relationship of continuous predictor variables to the
> response, so weren't really meant to handle factor variables
> as predictor variables.  GAMs are of the form
> E(Y | X1, X2, ...) = So + S(X1) + S(X2) + ...
> where S(X) is a smooth function of X.
>
> Hence you might want to rethink why you'd want a
> factor variable as a predictor variable in a GAM.
> This is why the gam machinery doesn't just do the
> factor conversion to indicator variables as is done in
> lm.
>
> HTH
>
> Steven McKinney
>
> ________________________________________
> From: r-help-bounces at r-project.org [r-help-bounces at r-project.org] On Behalf Of Noah Silverman [noah at smartmediacorp.com]
> Sent: March 19, 2010 12:54 PM
> To: r-help at r-project.org
> Subject: [R] Factor variables with GAM models
>
> I'm just starting to learn about GAM models.
>
> When using the lm function in R, any factors I have in my data set are
> automatically converted into a series of binomial variables.
>
> For example, if I have a data.frame with a column named color and values
> "red", "green", "blue".   The lm function automatically replaces it with
> 3 variables colorred, colorgreen, colorblue which are binomial {0,1}
>
> When I use the gam function, R doesn't do this so I get an error.
>
> 1) Is there a way to ask the gam function to do this conversion for me?
> 2) If not, is there some other tool or utility to make this data
> transformation easy?
> 3) Last option - can I use lm to transform the data and then extract it
> into a new data.frame to then pass to gam?
>
> Thanks!!!
>
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