If t1-t5 are all correlated with the outcome and with each other, than which are significant will depend on variations in the data (it is possible to have a set of values t1-t5 that predict the outcome well, but which all have nonsignificant p-values when taking the others into account). Allowing gam to fit a non-linear function could easily lead to a different set being "significant".
My guess is that the question that you are interested in and the question that is answered by looking at the p-values are not as similar as you had hoped. If you tell us what question you are trying to answer is, then we may be more helpful. -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- > project.org] On Behalf Of Val > Sent: Monday, November 09, 2009 4:08 PM > To: r-help@r-project.org > Subject: [R] Models > > Hi all, > I hope that there might be some statistician out there to help me for > a > possible explanation for the following simple question. > > Y1~ lm(y~ t1 + t2 + t3 + t4 + t5,data=temp) # oridnary linear model > > library(gam) > Y2~ gam(y~ lo(t1) +lo(t2) +lo(t3) +lo(t4) +lo(t5),data=temp) # additive > model > In the first model t1, t2 and t3 found to be significant,. > However, in the second model (using gam package) t1, t4 and t5 are > significant. > > I was hopping to expect nearly similar results from both models but I > found > the opposite results. > > Is there any possible explanation for that? > > Thanks > Val > > [[alternative HTML version deleted]] > > ______________________________________________ > 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. ______________________________________________ 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.