[R] mgcv (bam) very large standard error difference between versions 1.7-11 and 1.7-17, bug?
Simon Wood
s.wood at bath.ac.uk
Sun Jun 3 00:17:04 CEST 2012
the fREML results must be a bug. I'd modified the bam covariance and edf
code in 1.7-17 and it looks like I must have messed something up. Any
chance you could send me the data off line?
Also can you try summary(...,freq=FALSE) under 1.7-17 and see if you get
the same results as before?
On 06/02/2012 05:25 PM, Martijn Wieling wrote:
> Dear useRs,
>
> I reran an analysis with bam (mgcv, version 1.7-17) originally
> conducted using an older version of bam (mgcv, version 1.7-11) and
> this resulted in the same estimates, but much lower standard errors
> (in some cases 20 times as low) and lower p-values. This obviously
> results in a larger set of significant predictors. Is this result
> expected given the improvements in the new version? Or this a bug and
> are the p-values of bam in mgcv 1.7-17 too low? The summaries of both
> versions are shown below to enable a comparison.
>
> In addition, applying the default method="fREML" (mgcv version 1.7-17)
> on the same dataset yields only non-significant results, while all
> results are highly significant using method="REML". Furthermore, it
> also results in large negative (e.g., -8757) edf values linked to
> s(X,bs="RE") terms. Is this correct, or is this a bug? The summary of
> the model using method="fREML" is also shown below.
>
> I hope someone can shed some light on this.
>
> With kind regards,
> Martijn Wieling,
> University of Groningen
>
> #################################
> ### mgcv version 1.7-11
> #################################
>
> Family: gaussian
> Link function: identity
>
> Formula:
> RefPMIdistMeanLog.c ~ s(GeoX, GeoY) + RefVratio.z + IsSemiwordOrDemonstrative +
> RefSoundCnt.z + SpYearBirth.z * IsAragon + PopCntLog_residGeo.z +
> s(Word, bs = "re") + s(Key, bs = "re")
>
> Parametric coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) -0.099757 0.020234 -4.930 8.23e-07 ***
> RefVratio.z 0.105705 0.013328 7.931 2.19e-15 ***
> IsSemiwordOrDemonstrative 0.289828 0.046413 6.245 4.27e-10 ***
> RefSoundCnt.z 0.119981 0.021202 5.659 1.53e-08 ***
> SpYearBirth.z -0.011396 0.002407 -4.734 2.21e-06 ***
> IsAragon 0.055678 0.033137 1.680 0.09291 .
> PopCntLog_residGeo.z -0.006504 0.003279 -1.984 0.04731 *
> SpYearBirth.z:IsAragon 0.015871 0.005459 2.907 0.00365 **
> ---
> Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1
>
> Approximate significance of smooth terms:
> edf Ref.df F p-value
> s(GeoX,GeoY) 24.01 24.21 31.16<2e-16 ***
> s(Word) 352.29 347.00 501.57<2e-16 ***
> s(Key) 269.75 289.25 10.76<2e-16 ***
> ---
> Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1
>
> R-sq.(adj) = 0.693 Deviance explained = 69.4%
> REML score = -22476 Scale est. = 0.038177 n = 112608
>
>
> #################################
> ### mgcv version 1.7-17, much lower p-values and standard errors than
> version 1.7-11
> #################################
>
> Family: gaussian
> Link function: identity
>
> Formula:
> RefPMIdistMeanLog.c ~ s(GeoX, GeoY) + RefVratio.z + IsSemiwordOrDemonstrative +
> RefSoundCnt.z + SpYearBirth.z * IsAragon + PopCntLog_residGeo.z +
> s(Word, bs = "re") + s(Key, bs = "re")
>
> Parametric coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) -0.0997566 0.0014139 -70.552< 2e-16 ***
> RefVratio.z 0.1057049 0.0006565 161.010< 2e-16 ***
> IsSemiwordOrDemonstrative 0.2898285 0.0020388 142.155< 2e-16 ***
> RefSoundCnt.z 0.1199813 0.0009381 127.905< 2e-16 ***
> SpYearBirth.z -0.0113956 0.0006508 -17.509< 2e-16 ***
> IsAragon 0.0556777 0.0057143 9.744< 2e-16 ***
> PopCntLog_residGeo.z -0.0065037 0.0007938 -8.193 2.58e-16 ***
> SpYearBirth.z:IsAragon 0.0158712 0.0014829 10.703< 2e-16 ***
> ---
> Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1
>
> Approximate significance of smooth terms:
> edf Ref.df F p-value
> s(GeoX,GeoY) 24.01 24.21 31.15<2e-16 ***
> s(Word) 352.29 347.00 587.26<2e-16 ***
> s(Key) 269.75 313.00 4246.76<2e-16 ***
> ---
> Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1
>
> R-sq.(adj) = 0.693 Deviance explained = 69.4%
> REML score = -22476 Scale est. = 0.038177 n = 112608
>
>
> #################################
> ### mgcv version 1.7-17, default: method="fREML", all p-values
> non-significant and negative edf's of s(X,bs="re")
> #################################
>
> Family: gaussian
> Link function: identity
>
> Formula:
> RefPMIdistMeanLog.c ~ s(GeoX, GeoY) + RefVratio.z + IsSemiwordOrDemonstrative +
> RefSoundCnt.z + SpYearBirth.z * IsAragon + PopCntLog_residGeo.z +
> s(Word, bs = "re") + s(Key, bs = "re")
>
> Parametric coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) -0.099757 1.730235 -0.058 0.954
> RefVratio.z 0.105705 1.145329 0.092 0.926
> IsSemiwordOrDemonstrative 0.289828 4.167237 0.070 0.945
> RefSoundCnt.z 0.119981 1.901158 0.063 0.950
> SpYearBirth.z -0.011396 0.034236 -0.333 0.739
> IsAragon 0.055678 0.298629 0.186 0.852
> PopCntLog_residGeo.z -0.006504 0.041981 -0.155 0.877
> SpYearBirth.z:IsAragon 0.015871 0.077142 0.206 0.837
>
> Approximate significance of smooth terms:
> edf Ref.df F p-value
> s(GeoX,GeoY) -1376 1 7.823 0.00516 **
> s(Word) -8298 347 577.910< 2e-16 ***
> s(Key) -1421 316 13.512< 2e-16 ***
> ---
> Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1
>
> R-sq.(adj) = 0.741 Deviance explained = 69.4%
> fREML score = -22476 Scale est. = 0.038177 n = 112608
>
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