[R] DF for GAM function (mgcv package)

From: BRENDAN KLICK <bklick1_at_jhmi.edu>
Date: Fri 15 Dec 2006 - 22:38:26 GMT


For summary(GAM) in the mgcv package smooth the degrees of freedom for the F value for test of smooth terms are the rank of covariance matrix of \hat{beta} and the residuals df. I've noticed that in a lot of GAMs I've fit the rank of the covariance turns out to be 9. In Simon Wood's book, the rank of covariance matrix is usually either 9 or 99 (pages 239-230 and 259).  

Can anyone comment on why so many smooth terms have a denominator degree of freedom involving 9. Simon Wood writes "r is usually determinted numerically, while forming the pseudoinverse of the covariance matrix, or with reference to the effective degrees of freedom of the term" which doesn't really clarify the issue for me at least.  

Thanks.  

Brendan Klick
Johns Hopkins University School of Medicine.

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