Hi,
I wonder if predict.gam is supposed to work with family=negbin() definition? It seems to me that the values returned by type="response" are far off the observed values. Here is an example output from the negbin examples:

> set.seed(3)
> n<-400
> dat<-gamSim(1,n=n)
> g<-exp(dat$f/5)
> dat$y<-rnbinom(g,size=3,mu=g)
> b<-gam(y~s(x0)+s(x1)+s(x2)+s(x3),family=negbin(3),data=dat)
> summary(y)
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max.
 0.6061  1.6340  2.8120  2.7970  3.9250  4.9830
> summary(predict(b,type="response"))
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max.
 0.8972  3.1610  4.8140  6.1170  8.1300 28.0100

I.e. the range and mean of observed values (y) are smaller than those of the predictions from the gam model. Should I somehow apply the estimated theta on these predictions?

regards, Kari

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