[R] About stepwise regression problem
pigpigmeow
glorykwok at hotmail.com
Fri Oct 7 05:12:33 CEST 2011
chris,
I'm not using lmer, i just use gam mixed with smoothing function and linear
function
and summary of the model, it shows
Family: gaussian
Link function: log
Formula:
newNO2 ~ pressure + s(maxtemp, bs = "cr") + s(avetemp, bs = "cr") +
s(mintemp, bs = "cr") + RH + s(solar, bs = "cr") + s(windspeed,
bs = "cr") + s(transport, bs = "cr")
Parametric coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 2.721513 0.049108 55.419 <2e-16 ***
pressure 0.028988 0.019434 1.492 0.140
RH 0.005228 0.009763 0.535 0.594
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Approximate significance of smooth terms:
edf Ref.df F p-value
s(maxtemp) 6.346 7.276 1.223 0.29991
s(avetemp) 1.000 1.000 0.226 0.63562
s(mintemp) 1.908 2.396 1.066 0.35871
s(solar) 3.797 4.490 2.164 0.07359 .
s(windspeed) 5.305 6.341 2.346 0.03648 *
s(transport) 7.234 7.984 2.807 0.00884 **
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
R-sq.(adj) = 0.307 Deviance explained = 49.1%
GCV score = 61.136 Scale est. = 44.49 n = 105
In the parametric coefficients part, I see that Pr(>|t|) which mean the
probablity greater than T-value. Is that probablity mean p-value?
In the Approximate significance of smooth terms part, p-value column shows
the probability greater than F-value.
I have the following question,
1.if I reject the variable term which has greater the p-value no matter the
variable term is smoothing term or linear term, is it correct to perform
stepwise regression.
2. In my model
noxd<-gam(newNOX~pressure+maxtemp+s(avetemp,bs="cr")+s(mintemp,bs="cr")+s(RH,bs="cr")+s(solar,bs="cr")+s(windspeed,bs="cr")+s(transport,bs="cr"),family=gaussian
(link=log),groupD,methods=REML) , is it generalized additive mixed model?
3. what the different if I use other criteria such as AIC or BIC?
Anyway, thank all of you!
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