On Tue, 2008-07-01 at 17:12 +0000, Mark Lyman wrote: > Does anybody have any suggestions on how I might simulate from fitted GAM > model? I am using the gam function in the mgcv package to fit a variable > coefficient model like the following from the examples. I would like simulate > based on the fitted model like the simulate function in the stats package > does > for lm models. > > library(mgcv) > set.seed(10) > ## simulate date from y = f(x2)*x1 + error > dat <- gamSim(3,n=400) > b<-gam(y ~ s(x2,by=x1),data=dat)
How about: fit <- fitted(b) sim.sd <- sqrt(deviance(b) / df.residual(b)) simu <- fit + rnorm(length(fit), mean = 0, sd = sim.sd) simu where simu contains a single simulation from the model. G > > > Thanks for any help you can give, > Mark Lyman > > ______________________________________________ > 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. ______________________________________________ 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.
