project {gss}R Documentation

Projecting Smoothing Spline ANOVA Fits for Model Diagnostics

Description

Calculate Kullback-Leibler projection of smoothing spline ANOVA fits for model diagnostics.

Usage

project(object, ...)
## S3 method for class 'ssanova':
project(object, include, ...)
## S3 method for class 'gssanova':
project(object, include, ...)
## S3 method for class 'ssden':
project(object, include, mesh=FALSE, ...)
## S3 method for class 'sshzd':
project(object, include, mesh=FALSE, ...)

Arguments

object Object of class "ssanova", "gssanova", "ssden", or "sshzd".
... Additional arguments. Ignored in project.x.
include List of model terms to be included in the reduced model space. The partial and offset terms, if present, are to be specified by "partial" and "offset", respectively.
mesh Flag indicating whether to return evaluations of the projection.

Details

The entropy KL(fit0,null) can be decomposed as the sum of KL(fit0,fit1) and KL(fit1,null), where fit0 is the fit to be projected, fit1 is the projection in the reduced model space, and null is the constant fit. The ratio KL(fit0,fit1)/KL(fit0,null) serves as a diagnostic of the feasibility of the reduced model.

For regression fits, smoothness safe-guard is used to prevent interpolation, and KL(fit0,fit1)+KL(fit1,null) may not match KL(fit0,null) perfectly.

For mixed-effect models from ssanova and gssanova, the estimated random effects are treated as offset.

Value

The functions return a list consisting of the following components.

ratio KL(fit0,fit1)/KL(fit0,null); the smaller the value, the more feasible the reduced model is.
kl KL(fit0,fit1).
check KL(fit0,fit1)/KL(fit0,null)+KL(fit1,null)/KL(fit0,null); a value closer to 1 is preferred.
mesh The evaluations of the projection.

Author(s)

Chong Gu, chong@stat.purdue.edu

References

Gu, C. (2004), Model diagnostics for smoothing spline ANOVA models. The Canadian Journal of Statistics, 32, 347–358.

See Also

Fitting functions ssanova, gssanova, ssden, and sshzd.


[Package gss version 1.0-5 Index]