gam object produced by gam() and produces various useful
summaries from it. (See sink to divert output to a file.)## S3 method for class 'gam':
summary(object, dispersion=NULL, freq=FALSE, ...)## S3 method for class 'summary.gam':
print(x,digits = max(3, getOption("digits") - 3),
signif.stars = getOption("show.signif.stars"),...)
gam object as produced by gam().summary.gam object produced by summary.gam().NULL to use estimate or
default (e.g. 1 for Poisson).summary.gam produces a list of summary information for a fitted gam object.p.coeff's divided by their standard errors.freq=TRUE), divided
by scale parameter.freq=TRUE).print.summary.gam tries to print various bits of summary information useful for term selection in a pretty way.
If freq=TRUE then the frequentist approximation for p-values of smooth terms described in section
4.8.5 of Wood (2006) is used. The approximation is not great. If ${\bf p}_i$
is the parameter vector for the ith smooth term, and this term has estimated
covariance matrix ${\bf V}_i$ then the
statistic is ${\bf p}_i^\prime {\bf V}_i^{k-} {\bf
p}_i$, where ${\bf V}^{k-}_i$ is the rank k
pseudo-inverse of ${\bf V_i}$, and k is estimated rank of
${\bf V_i}$. p-values are obtained as follows. In the case of
known dispersion parameter, they are obtained by comparing the chi.sq statistic to the
chi-squared distribution with k degrees of freedom, where k is the estimated
rank of ${\bf V_i}$. If the dispersion parameter is unknown (in
which case it will have been estimated) the statistic is compared
to an F distribution with k upper d.f. and lower d.f. given by the residual degrees of freedom for the model.
Typically the p-values will be somewhat too low.
If freq=FALSE then `Bayesian p-values' are returned for the smooth terms, based on a test statistic motivated
by Nychka's (1988) analysis of the frequentist properties of Bayesian confidence intervals for smooths.
These appear to have better frequentist performance (in terms of power and distribution under the null)
than the alternative strictly frequentist approximation. Let $\bf f$ denote the vector of
values of a smooth term evaluated at the original
covariate values and let ${\bf V}_f$ denote the corresponding Bayesian covariance matrix. Let
${\bf V}_f^{r-}$ denote the rank $r$ pseudoinverse of ${\bf V}_f$, where $r$ is the
EDF for the term, rounded up, (or the numerical rank of ${\bf V}_f$ if this is smaller). The statistic used is
then
$$T = {\bf f}^T {\bf V}_f^{r-}{\bf f}$$
(this can be calculated efficiently without forming the pseudoinverse explicitly). $T$ is compared to a
chi-squared distribution with degrees of freedom given by the EDF for the term + 0.5,
or $T$ is used as a component in an F ratio statistic if the scale parameter has been estimated. The heuristic justification
for the reference DoF is that, away from the lower bound on the EDF, the
theoretically correct reference level appears to be $r$, which if on
average close to EDF + 0.5. However EDF + 0.5 behaves better than $r$
when the EDF is near its lower limit.
The definition of Bayesian p-value used is: the probability of observing an $\bf f$ less probable than $\bf 0$, under the approximation for the posterior for $\bf f$ implied by the truncation used in the test statistic.
Wood S.N. (2006) Generalized Additive Models: An Introduction with R. Chapman and Hall/CRC Press.
gam, predict.gam,
gam.check, anova.gamlibrary(mgcv)
set.seed(0)
dat <- gamSim(1,n=200,scale=2) ## simulate data
b <- gam(y~s(x0)+s(x1)+s(x2)+s(x3),data=dat)
plot(b,pages=1)
summary(b)
## now check the p-values by using a pure regression spline.....
b.d <- round(summary(b)$edf)+1 ## get edf per smooth
b.d <- pmax(b.d,3) # can't have basis dimension less than 3!
bc<-gam(y~s(x0,k=b.d[1],fx=TRUE)+s(x1,k=b.d[2],fx=TRUE)+
s(x2,k=b.d[3],fx=TRUE)+s(x3,k=b.d[4],fx=TRUE),data=dat)
plot(bc,pages=1)
summary(bc)
## p-value check - increase k to make this useful!
n<-200;p<-0;k<-20
for (i in 1:k)
{ b<-gam(y~s(x,z),data=data.frame(y=rnorm(n),x=runif(n),z=runif(n)))
p[i]<-summary(b)$s.p[1]
}
plot(((1:k)-0.5)/k,sort(p))
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