On Mon, 26 Sep 2005, Denis Chabot wrote: > > But the mgcv manual warns that p-level for the smooth can be > underestimated when df are estimated by the model. Most of the time > my p-levels are so small that even doubling them would not result in > a value close to the P=0.05 threshold, but I have one case with P=0.033. > > I thought, probably naively, that running a second model with fixed > df, using the value of df found in the first model. I could not > achieve this with mgcv: its gam function does not seem to accept > fractional values of df (in my case 8.377).
No, this won't work. The problem is the usual one with model selection: the p-value is calculated as if the df had been fixed, when really it was estimated. It is likely to be quite hard to get an honest p-value out of something that does adaptive smoothing. -thomas ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html