Re: [R] Testing additive nonparametric model

From: Donal O'Neill <donal.oneill_at_nuim.ie>
Date: Tue 03 Apr 2007 - 16:38:58 GMT

   Dear Vito,
   Thank you for your prompt reply. Perhaps I am missing something but as    I understand it the procedure you suggest would allow me to test for    nonlinearities in one of the control variables. However my objective    is to nonparametrically test whether the nature of the nonlinearity in    one variable is constant across all values of a second conditioning    variable. That is I want to test y=f(x1,x2)+e against y=f1(x1)+f2(x2)    + u
   I tried
   library(mgcv)
   mod.1<-gam(y~s(x1)+s(x2))
   mod.2<-loess(y~x1+x2, f=**, iter=**), lwd=**)    anova(mod.1, mod.2)
   but got the following error message
   Error in s^2 : non-numeric argument to binary operator    Any suggestions would be welcome.
   Donal.
   At 11:43 03/04/2007 +0200, vito muggeo wrote:

     You  can use the LRT (although I think that it assumes the df to be
     fixed).  For  instance  the package mgcv by Simon Wood has an anova
     method to compare models fitted by the relevant gam() function, and
     the print.summary() itself returns such information..
     best,
     vito
     set.seed(123)
     n<-100
     sig<-2
     x0 <- runif(n, 0, 1)
     x1 <- runif(n, 0, 1)
     y <- sin(2*pi*x0) + .5*x1 +sig*rnorm(n)
     library(mgcv)
     obj<-gam(y~s(x0)+s(x1))
     obj1<-gam(y~s(x0)+x1)
     anova(obj1,obj,test="F")
     #also see the "Approximate significance of smooth terms"
     summary(obj)
     Donal O'Neill wrote:

     I  have  estimated  a  multiple  nonparametric regression using the
     loess  command  in  R. I have also estimated an additive version of
     the  model  using  the  gam  function.  Is there a way of using the
     output  of these two models to test the restrictions imposed by the
     additive model?
     ______________________________________________
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and provide commented, minimal, self-contained, reproducible code. -- ==================================== Vito M.R. Muggeo Dip.to Sc Statist e Matem `Vianelli' UniversitÓ di Palermo viale delle Scienze, edificio 13 90128 Palermo - ITALY tel: 091 6626240 fax: 091 485726/485612 ====================================

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    R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Received on Wed Apr 04 02:55:45 2007

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