Dear All,
I am new to generalized additive models in Splus and was wondering if
someone could offer me some advice on a problem I have run into. I recently
ran the following model in Splus 6.0 :
gam.model1<-gam(formula = var1 ~ var2 + var3 + var4 + lo(var5, span = 0.5),
family = binomial(link = logit),data = minimodel, na.action = na.exclude,
control = list(epsilon = 0.001, bf.epsilon = 0.001, maxit = 50, bf.maxit =
10, trace = F))
When I tried to look at the pointwise variances in GAM using gam.model1$var,
I found three points in my dataset (n=492) where the pointwise variance was
negative. I have re-run the model with span=0.6, 0.7, 0.8 and 0.9; each time
I find a few negative variances. This seems impossible to me and I was
wondering if someone could explain how this could occur and what it means.
Any and all advice would be sincerely appreciated.
Kind regards,
Stephanie MacNeill
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