[R] gam predictions with negbin model
Kari Ruohonen
karruo at utu.fi
Wed Oct 26 10:52:47 CEST 2011
Hi,
I wonder if predict.gam is supposed to work with family=negbin()
definition? It seems to me that the values returned by type="response"
are far off the observed values. Here is an example output from the
negbin examples:
> set.seed(3)
> n<-400
> dat<-gamSim(1,n=n)
> g<-exp(dat$f/5)
> dat$y<-rnbinom(g,size=3,mu=g)
> b<-gam(y~s(x0)+s(x1)+s(x2)+s(x3),family=negbin(3),data=dat)
> summary(y)
Min. 1st Qu. Median Mean 3rd Qu. Max.
0.6061 1.6340 2.8120 2.7970 3.9250 4.9830
> summary(predict(b,type="response"))
Min. 1st Qu. Median Mean 3rd Qu. Max.
0.8972 3.1610 4.8140 6.1170 8.1300 28.0100
I.e. the range and mean of observed values (y) are smaller than those of
the predictions from the gam model. Should I somehow apply the estimated
theta on these predictions?
regards, Kari
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