Re: [R] How to compare GLM and GAM models

From: Simon Wood <s.wood_at_bath.ac.uk>
Date: Wed, 20 Jun 2007 11:17:27 +0100

On Wednesday 20 June 2007 10:34, Prof Brian Ripley wrote:
> On Tue, 19 Jun 2007, Ben Bolker wrote:
> > Yuanchang xie <xieyc <at> hotmail.com> writes:
> >> Dear Listers,
> >>
> >> I want to compare two negative binomial models fitted using glm.nb and
> >> gam(mgcv) based on the same data. What would be the most appropriate
> >> criteria to compare these two models? Can someone point me to some
> >> references? Thank you very much.
> >>
> >> Yuanchang Xie
> >
> > Since they can't possibly be nested I would suggest AIC.
>
> Surely they could be: a smooth fit in gam includes the possibility of a
> linear fit.
>
> What is of more concern to me is that gam() is by default itself doing
> model selection, so AIC is not well-defined. According to ?gam.selection,
> the comparisons are best done by comparing scores within mgcv.

best,
Simon

-- 

> Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK
> +44 1225 386603 www.maths.bath.ac.uk/~sw283
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Received on Wed 20 Jun 2007 - 10:41:44 GMT

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