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2012 Sep 25
1
REML - quasipoisson
...m2<-gam(y~s(x1)+s(x2),family="quasipoisson",method="REML",scale=1)
F1+F3-F4
m2$gcv
#reml score = formula with F2 omitted
##quasipoisson with unknown scale
m3<-gam(y~s(x1)+s(x2),family="quasipoisson",method="REML",scale=-1)
phiq<-m3$scale
#1st term
S1q<-m3$smooth[[1]]$S[[1]]*m3$sp[1]
S2q<-m3$smooth[[2]]$S[[1]]*m3$sp[2]
Sq<-matrix(0,19,19)
for (i in 2:10)
{
for (j in 2:10)
{
Sq[i,j]=S1q[i-1,j-1]
Sq[i+9,j+9]=S2q[i-1,j-1]
}
}
betaq<-m3$coef
#penalised deviance
Dpq<-m3$dev+t(betaq)%*%Sq%*%betaq
F1q<-Dpq/(2*phiq)
#2nd term undefined...
2012 Oct 01
0
[Fwd: REML - quasipoisson]
...son",method="REML",scale=1)
> F1+F3-F4
> m2$gcv
> #reml score = formula with F2 omitted
>
> ##quasipoisson with unknown scale
> m3<-gam(y~s(x1)+s(x2),family="quasipoisson",method="REML",scale=-1)
> phiq<-m3$scale
>
> #1st term
> S1q<-m3$smooth[[1]]$S[[1]]*m3$sp[1]
> S2q<-m3$smooth[[2]]$S[[1]]*m3$sp[2]
> Sq<-matrix(0,19,19)
> for (i in 2:10)
> {
> for (j in 2:10)
> {
> Sq[i,j]=S1q[i-1,j-1]
> Sq[i+9,j+9]=S2q[i-1,j-1]
> }
> }
> betaq<-m3$coef
> #penalised deviance
> Dpq<-m3$de...