[R] missing F statistic in anova.gam

2008-08-03 Thread Michael A. Milligan
Hello, I have encountered results which I am not sure how to interpret when using anova.gam to compare 2 different models. For certain tests the results do not include an F- or associated p-statistic. This happens when comparing certain models and not others, and I do not discern a patten exp

[R] endogenous variables in gam (mgcv)

2008-08-21 Thread Michael A. Milligan
Hello, I have a question. Suppose that I have a function to estimate with gam (in the mgcv package), y=s(x1)+s(x2)+XB where X is a vector of exogenous variables and x1 and x2 are explanatory variables assumed parametric linear functions of X and other exogenous variables Z. Is there a way to

[R] gam - Extraction of nonparametric component

2008-03-10 Thread Michael A. Milligan
Hello, I am estimating a semiparametric partial linear model using gam of the form y=f1(x1)+f2(x2)+beta*X where y is the dependent variable, f1(x1) and f2(x2) are nonparametric functions of the independent variables x1 and x2, respectively, and beta and X are vectors of coefficients and independ