Re: [R] Time trends with GAM

2013-03-27 Thread Antonio P. Ramos
ocation - i.e. to impose a constraint like f(t_0) = b). > > For 2) try 'model.matrix', or 'predict.gam' with argument > 'type="lpmatrix"' (see ?predict.gam) > > > On 23/03/13 01:05, Antonio P. Ramos wrote: > >> Hi all, >>

Re: [R] GAM model with interactions between continuous variables and factors

2013-03-25 Thread Antonio P. Ramos
Thanks! On Mon, Mar 25, 2013 at 6:25 PM, Joshua Wiley wrote: > Yep that's exactly right! :) > > On Mon, Mar 25, 2013 at 6:22 PM, Antonio P. Ramos > wrote: > > Just to clarify: I should include wealth - the categorical variable - as > a > > fixed effects *

Re: [R] GAM model with interactions between continuous variables and factors

2013-03-25 Thread Antonio P. Ramos
should include the main effect in > the model, as the smooths will be centered. > > Cheers, > > Josh > > > > On Mon, Mar 25, 2013 at 6:09 PM, Antonio P. Ramos > wrote: > > Hi all, > > > > I am not sure how to handle interactions with categorical pr

Re: [R] GAM model with interactions between continuous variables and factors

2013-03-25 Thread Antonio P. Ramos
Just to clarify: gam.1 has wealth inside the smooths and as a fixed effect predictor while gam.2 only have wealth inside the smooths. Thanks On Mon, Mar 25, 2013 at 6:09 PM, Antonio P. Ramos < ramos.grad.stud...@gmail.com> wrote: > Hi all, > > I am not sure how to handle in

[R] GAM model with interactions between continuous variables and factors

2013-03-25 Thread Antonio P. Ramos
Hi all, I am not sure how to handle interactions with categorical predictors in the GAM models. For example what is the different between these bellow two models. Tests are indicating that they are different but their predictions are essentially the same. Thanks a bunch, > gam.1 <- gam(mortality

[R] Time trends with GAM

2013-03-22 Thread Antonio P. Ramos
Hi all, I am using GAM to model time trends in a logistic regression. Yet I would like to extract the the fitted spline from it to add it to another model, that cannot be fitted in GAM or GAMM. Thus I have 2 questions: 1) How can I fit a smoother over time so that I force one knot to be at a par

[R] problems with too many NA in the function ideal() from pscl package.

2008-09-18 Thread Antonio P. Ramos
Hi all, I'm trying to run some monte carlo simulation for my roll call data using the ideal() function, which resides in the pscl package. However, I'm receiving an error message that I don't understand. Error in ideal(a, maxiter = 1000, thin = 10, burnin = 50, store.item = TRUE, : NA/NaN/Inf