[R] GAM without intercept reports a huge deviance

2012-01-16 Thread collifu
Hi all,

I constructed a GAM model with a linear term and two smooth terms, all of
them statistically significant but the intercept was not significant. The
adjusted r2 of this model is 0.572 and the deviance 65.3.

I decided to run the model again without intercept, so I used in R the
following instruction:
regression= gam(dependent~ +linear_independent +s(smooth_independent_1)
+s(smooth_independent_2) -1,data=D)
All the independent variables were significant. The adjusted r2 of this
model is 0.552 and the deviance increased to 99.5!

According to my knowledge, the adjusted r2 and the deviance should be more
or less the same and this is the first time that I see this hug mismatch
between r2 and deviance. What is causing this mismatch?

Thank you so much.
Ramón Filgueira



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[R] deviance and variance - GAM models

2012-01-13 Thread collifu
Hi all,

This is pretty basic but I am not an expert and I couldn't find anything in
the forum or my statistics book about it. I was reading a paper and the
authors were using both explained deviance and explained variance as
synonyms. They were describing a GAM regression. Is that right? I performed
an analysis in R to take a look to the output of GAM regression and I think
that:

- 'R-sq. (adj)'  is the percentage of variance explained by the regression,
i.e., I can write The regression explains xx% of variance.
- 'Deviance explained' is a simple measure of the quality of the fit but it
is not related to the percentage of variance that is explained by the
regression.

Am I right? 

Thank you so much
Ramón

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