The problem is not that you are new to R. This is a conceptual issue.
Let y be the response variable and let {x_i} be a set of predictors. Your first
model (identity response and log-link) is saying that
y=f(x_1)f(x_2)...f(x_n) + e, e~Normal(0,sigma)
i.e. this is an additive observation-error model with constant variance.
Your second model (log-response and identity link) is saying that
y=f(x_1)f(x_2)...f(x_n)u, u=exp(e), e~Normal(0,sigma)
i.e. this a multiplicative observation-error model with variance proportional
to the mean.
Plot the data versus response and visually examine whether you have
heteroscedasticity. If this is true, use your second model, otherwise use the
first one.
One key to understand these kind of dichotomies is to realize that statistical
models are composed of a process part and an observation part. In your models
the process part is deterministic and multiplicative but after that, you still
have two choices, make the random observation part additive (your first model)
or multiplicative (your second model).
Needless to say (but I am saying it anyways) these two models will give
different results, at the very least because one assumes constant variance
(your first model) whereas the other assumes a variance proportional to the
mean.
In my experience with multiplicative process models, the random observation
part shall usually be multiplicative as well because of heteroscedasticity.
HTH
Rubén
-----------------------------------------
Rubén H. Roa-Ureta, Ph. D.
AZTI Tecnalia, Txatxarramendi Ugartea z/g,
Sukarrieta, Bizkaia, SPAIN
-----Original Message-----
From: [email protected] on behalf of pigpigmeow
Sent: Sun 6/19/2011 9:39 AM
To: [email protected]
Subject: [R] please help! what are the different using log-link function and
log transformation?
I'm new R-programming user, I need to use gam function.
y<-gam(a~s(b),family=gaussian(link=log),data)
y<-gam(loga~s(b), family =gaussian (link=identity),data)
why these two command results are different?
I guess these two command results are same, but actally these two command
results are different, Why?
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