gam.neg.bin {mgcv} | R Documentation |

The `gam`

modelling function is designed to be able to use
the `negative.binomial`

and `neg.bin`

families from the MASS library,
with or without a known *theta* parameter. A value for `theta`

must always be passed to these families, but if *theta* is to be
estimated then the passed value is treated as a starting value for estimation.

If the `scale`

argument passed to `gam`

is positive, then it is used
as the scale parameter `theta`

is treated as a fixed known parameter and
any smoothing parameters are chosen by UBRE. If `scale`

is not positive then
*theta* is estimated. The method of estimation is to choose *theta*
so that the GCV (Pearson) estimate of the scale parameter is one (since the scale parameter
is one for the negative binomial).

*theta* estimation is nested within the IRLS loop used for GAM fitting. After
each call to fit an iteratively weighted additive model to the IRLS pseudodata, the *theta*
estimate is updated. This is done by conditioning on all components of the current GCV/Pearson
estimator of the scale parameter except *theta* and then searching for the
*theta* which equates this conditional estimator to one. The search is
a simple bisection search after an initial crude line search to bracket one. The search will
terminate at the upper boundary of the search region is a Poisson fit would have yielded an estimated
scale parameter <1. Search limits can be set in `gam.control`

.

Note that
`neg.bin`

only allows a log link, while `negative.binomial`

also allows `"sqrt"`

and
`"identity"`

. In addition the `negative.binomial`

family results in a more
informative `gam`

summary.

The negative binomial families can not yet be used with `outer' estimation of
smoothing parameters (see `gam.method`

).

Simon N. Wood simon.wood@r-project.org

library(MASS) # required for negative binomial families set.seed(3) n<-400 x0 <- runif(n, 0, 1) x1 <- runif(n, 0, 1) x2 <- runif(n, 0, 1) x3 <- runif(n, 0, 1) pi <- asin(1) * 2 f <- 2 * sin(pi * x0) f <- f + exp(2 * x1) - 3.75887 f <- f + 0.2 * x2^11 * (10 * (1 - x2))^6 + 10 * (10 * x2)^3 * (1 - x2)^10 - 1.396 g<-exp(f/5) # negative binomial data y<-rnbinom(g,size=3,mu=g) # unknown theta ... b<-gam(y~s(x0)+s(x1)+s(x2)+s(x3),family=negative.binomial(1)) plot(b,pages=1) print(b) b<-gam(y~s(x0)+s(x1)+s(x2)+s(x3),family=neg.bin(1)) # unknown theta plot(b,pages=1) print(b) # known theta example ... b<-gam(y~s(x0)+s(x1)+s(x2)+s(x3),family=negative.binomial(3),scale=1) plot(b,pages=1) print(b) # Now use "sqrt" link available in negative.binomial (but not neg.bin) set.seed(1) f<-f-min(f);g<-f^2 y<-rnbinom(g,size=3,mu=g) b<-gam(y~s(x0)+s(x1)+s(x2)+s(x3),family=negative.binomial(1,link="sqrt")) plot(b,pages=1) print(b)

[Package *mgcv* version 1.3-23 Index]