Jean G. Orelien
2004-Dec-22 01:30 UTC
[R] GAM: Getting standard errors from the parametric terms in a GAM model
I am new to R. I'm using the function GAM and wanted to get standard errors and p-values for the parametric terms (I fitted a semi-parametric models). Using the function anova() on the object from GAM, I only get p-values for the nonparametric terms. Does anyone know if and how to get standard errors for the parametric terms? Thanks. Jean G. Orelien
Simon Wood
2004-Dec-22 10:49 UTC
[R] GAM: Getting standard errors from the parametric terms in a GAM model
summary.gam and anova.gam in package mgcv will report standard errors and p-values for parametric terms, as well as smooth terms, for a gam fitted by function gam from package mgcv. Simon> I am new to R. I'm using the function GAM and wanted to get standard errors > and p-values for the parametric terms (I fitted a semi-parametric models). > Using the function anova() on the object from GAM, I only get p-values for > the nonparametric terms. > > > > Does anyone know if and how to get standard errors for the parametric terms? > > > > Thanks. > > > > Jean G. Orelien > > > > > >
Thomas Lumley
2004-Dec-22 16:26 UTC
[R] GAM: Getting standard errors from the parametric terms in a GAM model
On Tue, 21 Dec 2004, Jean G. Orelien wrote:> I am new to R. I'm using the function GAM and wanted to get standard errors > and p-values for the parametric terms (I fitted a semi-parametric models). > Using the function anova() on the object from GAM, I only get p-values for > the nonparametric terms. > > > > Does anyone know if and how to get standard errors for the parametric terms? >If you mean gam() in the gam package then, yes, someone does but it hasn't been included in the package yet. It is described in the current issue of JASA. Code for S-PLUS is supposed to be at http://www.ihapss.jsph.edu/software/ but that is currently not working. -thomas