Hi Martijn,
The negative edf from fREML was a matrix indexing bug triggered by the
"re" term (other fREML discrepancies followed from this). Fixed for
1.7-18. Thanks for reporting this, and the supporting offline info!
best,
Simon
On 02/06/12 23:17, Simon Wood wrote:
the fREML results must be a bug. I'd modified the bam covariance and edf
code in 1.7-17 and it looks like I must have messed something up. Any
chance you could send me the data off line?
Also can you try summary(...,freq=FALSE) under 1.7-17 and see if you get
the same results as before?
On 06/02/2012 05:25 PM, Martijn Wieling wrote:
Dear useRs,
I reran an analysis with bam (mgcv, version 1.7-17) originally
conducted using an older version of bam (mgcv, version 1.7-11) and
this resulted in the same estimates, but much lower standard errors
(in some cases 20 times as low) and lower p-values. This obviously
results in a larger set of significant predictors. Is this result
expected given the improvements in the new version? Or this a bug and
are the p-values of bam in mgcv 1.7-17 too low? The summaries of both
versions are shown below to enable a comparison.
In addition, applying the default method="fREML" (mgcv version 1.7-17)
on the same dataset yields only non-significant results, while all
results are highly significant using method="REML". Furthermore, it
also results in large negative (e.g., -8757) edf values linked to
s(X,bs="RE") terms. Is this correct, or is this a bug? The summary of
the model using method="fREML" is also shown below.
I hope someone can shed some light on this.
With kind regards,
Martijn Wieling,
University of Groningen
#################################
### mgcv version 1.7-11
#################################
Family: gaussian
Link function: identity
Formula:
RefPMIdistMeanLog.c ~ s(GeoX, GeoY) + RefVratio.z +
IsSemiwordOrDemonstrative +
RefSoundCnt.z + SpYearBirth.z * IsAragon + PopCntLog_residGeo.z +
s(Word, bs = "re") + s(Key, bs = "re")
Parametric coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.099757 0.020234 -4.930 8.23e-07 ***
RefVratio.z 0.105705 0.013328 7.931 2.19e-15 ***
IsSemiwordOrDemonstrative 0.289828 0.046413 6.245 4.27e-10 ***
RefSoundCnt.z 0.119981 0.021202 5.659 1.53e-08 ***
SpYearBirth.z -0.011396 0.002407 -4.734 2.21e-06 ***
IsAragon 0.055678 0.033137 1.680 0.09291 .
PopCntLog_residGeo.z -0.006504 0.003279 -1.984 0.04731 *
SpYearBirth.z:IsAragon 0.015871 0.005459 2.907 0.00365 **
---
Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1
Approximate significance of smooth terms:
edf Ref.df F p-value
s(GeoX,GeoY) 24.01 24.21 31.16<2e-16 ***
s(Word) 352.29 347.00 501.57<2e-16 ***
s(Key) 269.75 289.25 10.76<2e-16 ***
---
Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1
R-sq.(adj) = 0.693 Deviance explained = 69.4%
REML score = -22476 Scale est. = 0.038177 n = 112608
#################################
### mgcv version 1.7-17, much lower p-values and standard errors than
version 1.7-11
#################################
Family: gaussian
Link function: identity
Formula:
RefPMIdistMeanLog.c ~ s(GeoX, GeoY) + RefVratio.z +
IsSemiwordOrDemonstrative +
RefSoundCnt.z + SpYearBirth.z * IsAragon + PopCntLog_residGeo.z +
s(Word, bs = "re") + s(Key, bs = "re")
Parametric coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.0997566 0.0014139 -70.552< 2e-16 ***
RefVratio.z 0.1057049 0.0006565 161.010< 2e-16 ***
IsSemiwordOrDemonstrative 0.2898285 0.0020388 142.155< 2e-16 ***
RefSoundCnt.z 0.1199813 0.0009381 127.905< 2e-16 ***
SpYearBirth.z -0.0113956 0.0006508 -17.509< 2e-16 ***
IsAragon 0.0556777 0.0057143 9.744< 2e-16 ***
PopCntLog_residGeo.z -0.0065037 0.0007938 -8.193 2.58e-16 ***
SpYearBirth.z:IsAragon 0.0158712 0.0014829 10.703< 2e-16 ***
---
Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1
Approximate significance of smooth terms:
edf Ref.df F p-value
s(GeoX,GeoY) 24.01 24.21 31.15<2e-16 ***
s(Word) 352.29 347.00 587.26<2e-16 ***
s(Key) 269.75 313.00 4246.76<2e-16 ***
---
Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1
R-sq.(adj) = 0.693 Deviance explained = 69.4%
REML score = -22476 Scale est. = 0.038177 n = 112608
#################################
### mgcv version 1.7-17, default: method="fREML", all p-values
non-significant and negative edf's of s(X,bs="re")
#################################
Family: gaussian
Link function: identity
Formula:
RefPMIdistMeanLog.c ~ s(GeoX, GeoY) + RefVratio.z +
IsSemiwordOrDemonstrative +
RefSoundCnt.z + SpYearBirth.z * IsAragon + PopCntLog_residGeo.z +
s(Word, bs = "re") + s(Key, bs = "re")
Parametric coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.099757 1.730235 -0.058 0.954
RefVratio.z 0.105705 1.145329 0.092 0.926
IsSemiwordOrDemonstrative 0.289828 4.167237 0.070 0.945
RefSoundCnt.z 0.119981 1.901158 0.063 0.950
SpYearBirth.z -0.011396 0.034236 -0.333 0.739
IsAragon 0.055678 0.298629 0.186 0.852
PopCntLog_residGeo.z -0.006504 0.041981 -0.155 0.877
SpYearBirth.z:IsAragon 0.015871 0.077142 0.206 0.837
Approximate significance of smooth terms:
edf Ref.df F p-value
s(GeoX,GeoY) -1376 1 7.823 0.00516 **
s(Word) -8298 347 577.910< 2e-16 ***
s(Key) -1421 316 13.512< 2e-16 ***
---
Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1
R-sq.(adj) = 0.741 Deviance explained = 69.4%
fREML score = -22476 Scale est. = 0.038177 n = 112608
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______________________________________________
R-help@r-project.org 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.
--
Simon Wood, Mathematical Science, University of Bath BA2 7AY UK
+44 (0)1225 386603 http://people.bath.ac.uk/sw283
______________________________________________
R-help@r-project.org 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.
