On Tue, 2008-07-01 at 17:12 +0000, Mark Lyman wrote:> Does anybody have any suggestions on how I might simulate from fitted GAM
> model? I am using the gam function in the mgcv package to fit a variable
> coefficient model like the following from the examples. I would like
simulate
> based on the fitted model like the simulate function in the stats package
does
> for lm models.
>
> library(mgcv)
> set.seed(10)
> ## simulate date from y = f(x2)*x1 + error
> dat <- gamSim(3,n=400)
> b<-gam(y ~ s(x2,by=x1),data=dat)
How about:
fit <- fitted(b)
sim.sd <- sqrt(deviance(b) / df.residual(b))
simu <- fit + rnorm(length(fit), mean = 0, sd = sim.sd)
simu
where simu contains a single simulation from the model.
G
>
>
> Thanks for any help you can give,
> Mark Lyman
>
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