[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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