On Wednesday 19 May 2010 15:29, Joris Meys wrote:
> Could you specify the package you use? If it is mgcv, this one centers your
> variables before applying the smooths. That's something to take into
> account when comparing different models.
--- er, actually it only centres variables in this way for some smoothing 
bases, for numerical stability purposes: but this is done in a way that is 
user transparent and makes absolutely no difference to model interpretation 
or comparison. Of course the smooths themselves are subject to `centering 
constraints'  (but that's very different to centering the variables) ---  
these are just identifiability constraints --- all gam fitting packages have 
to put some identifiability constraints on the smooths, and the centering 
constraints used by `mgcv' and `gam' have the benefit of minimizing the 
standard errors on the constrained smooths. 

best,
Simon

-- 
> Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK
> +44 1225 386603  www.maths.bath.ac.uk/~sw283

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