Tilen Genov
2012-Aug-19 13:45 UTC
[R] GAM with shrinkage: how to obtain explained deviance of individual terms?
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