Re: [R] gamm (mgvc) and time-varying coefficient model

2009-03-02 Thread Simon Wood
Looks correct to me. You get a smooth of time for each level of "x", so the smooths describe the way in which each coefficient of x varies in time. Note that the time varying coefficient for some level of a factor is actually given by the sum of the smooth for that factor level, and the estimate

[R] gamm (mgvc) and time-varying coefficient model

2009-03-01 Thread Marie-Pierre Sylvestre
Dear R users, I have repeated measurements on individuals. I want to estimate the time-varying effect of a factor variable X (taking three levels), e.g. a model in the spirit of Hastie and Tibshirani (1993). I am considering using the package "mgvc" which implements generalized additive model

[R] gamm (mgvc) and time-varying coefficient model

2009-03-01 Thread Marie-Pierre Sylvestre
Dear R users, I have repeated measurements on individuals. I want to estimate the time-varying effect of a factor variable X (taking three levels), e.g. a model in the spirit of Hastie and Tibshirani (1993). I am considering using the package "mgvc" which implements generalized additive models,