On Tue, 2013-04-23 at 17:51 +0200, Lucas Holland wrote: > Hey all, > > I'm using the gam() function inside the mgcv package to fit a > penalised spline to some data. However, I don't quite understand what > exactly the intercept it includes by default is / how to interpret > it. > > Ideally I'd like to understand what the intercept is in terms of the > B-Spline and/or truncated power series basis representation.
It is the mean of the response: library(mgcv) set.seed(2) ## simulate some data... dat <- gamSim(1, n=400, dist="normal", scale=2) #Gu & Wahba 4 term additive model > b <- gam(y ~ s(x2), data = dat) > coef(b)[1] (Intercept) 7.833279 > with(dat, mean(y)) [1] 7.833279 > b2 <- gam(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = dat) > coef(b2)[1] (Intercept) 7.833279 In models with parametric factor terms what the intercept is depends on the contrasts used - the default in R would represent the mean of the response for the reference level(s) of factor terms in the model. The intercept is separates from the penalised spline terms in the model. HTH G -- %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Dr. Gavin Simpson [t] +44 (0)20 7679 0522 ECRC, UCL Geography, [f] +44 (0)20 7679 0565 Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/ UK. WC1E 6BT. [w] http://www.freshwaters.org.uk %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% ______________________________________________ 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.
