[R] GAM with shrinkage: how to obtain explained deviance of individual terms?
Tilen Genov
tilen.genov at gmail.com
Sun Aug 19 15:45:10 CEST 2012
Dear R users,
apologies if this has been debated before, but I was unable to find it
anywhere (with respect to shrinkage approach).
I am trying to evaluate explained deviance of each model term in a GAM.
I am using a the mgcv library for fitting a GAM to binary data.
Thin plate regression spline (TPRS) with shrinkage component (bs="ts")
was used to effectivelly shrink out any terms that do not contribute
to the model, as a way of automated model selection.
Once I obtain the result I can easily obtain information about the
overall deviance explained, but is there a way I assess the
contribution of each model term?
I could do a forward (or backward) model selection and simply note the
difference in the explained deviance, but I assume that would be very
different from the shrinkage-based approach, because the contribution
of each term would depend on what is already in the model.
Any advice would be greatly appreciated.
Sincerely Yours,
Tilen Genov
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