[R] gam predictions with negbin model

Kari Ruohonen karruo at utu.fi
Wed Oct 26 11:32:57 CEST 2011


On 26/10/11 12:10, Achim Zeileis wrote:
> On Wed, 26 Oct 2011, Kari Ruohonen wrote:
>
>> 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)
>
> What exactly is "y" in the code above? I guess you mean dat$y:
>
> R> summary(dat$y)
>    Min. 1st Qu.  Median    Mean 3rd Qu.    Max.
>   0.000   2.000   4.000   6.235   8.000  68.000
>
> which looks rather reasonable...
> Z

Thanks - what a stupid mistake, an old .RData hanging around even if I 
started a new R instance. Terribly sorry and many apologies.

Kari



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