Ygtjki

How to prevent "they're falling in love" trope

What's the meaning of "Sollensaussagen"?

Can someone clarify Hamming's notion of important problems in relation to modern academia?

Could neural networks be considered metaheuristics?

How to compactly explain secondary and tertiary characters without resorting to stereotypes?

What Exploit Are These User Agents Trying to Use?

Could the museum Saturn V's be refitted for one more flight?

Standard deduction V. mortgage interest deduction - is it basically only for the rich?

What is required to make GPS signals available indoors?

Forgetting the musical notes while performing in concert

Is it a bad idea to plug the other end of ESD strap to wall ground?

Did 'Cinema Songs' exist during Hiranyakshipu's time?

What is the opposite of "eschatology"?

How do I exit BASH while loop using modulus operator?

Why are UK visa biometrics appointments suspended at USCIS Application Support Centers?

Are British MPs missing the point, with these 'Indicative Votes'?

Why is it a bad idea to hire a hitman to eliminate most corrupt politicians?

Is there a hemisphere-neutral way of specifying a season?

How to stretch the corners of this image so that it looks like a perfect rectangle?

Do creatures with a speed 0ft., fly 30ft. (hover) ever touch the ground?

Knowledge-based authentication using Domain-driven Design in C#

What historical events would have to change in order to make 19th century "steampunk" technology possible?

Finitely generated matrix groups whose eigenvalues are all algebraic

Finding the reason behind the value of the integral.

Does GAM (Generalized Additive Model) have collinearity problem?

How does the GLM handle collinear predictors?gam smoother vs parametric term (concurvity difference)Generalized additive modelGeneralized Additive Model interpretation with ordered categorical family in RGeneralized Additive Model or non-parametric linear regression?Layman's explanation of basis dimension (k) in Generalized Additive Models (GAMs)GAMs vs GLMs with feature engineering - is there a practical difference?Generalized additive models (GAMs), interactions, and covariatesabout Generalized Additive ModelWhen to use a GAM vs GLMHow much of a problem are autocorrelated residuals of a binary GAM (Generalized Additive model)?Data exploration to determine if GAMs are appropriate

2

$begingroup$

There is collinearity effect in linear regression methods. For example, this question is about collinear predictors in GLM.
But GAMs are nonlinear, do we need to check the collinearity of independent variables before using GAMs?

generalized-linear-model gam

share|cite|improve this question

asked 2 days ago

T XT X

443

$endgroup$

add a comment | 

2

$begingroup$

There is collinearity effect in linear regression methods. For example, this question is about collinear predictors in GLM.
But GAMs are nonlinear, do we need to check the collinearity of independent variables before using GAMs?

generalized-linear-model gam

share|cite|improve this question

asked 2 days ago

T XT X

443

$endgroup$

add a comment | 

$begingroup$

There is collinearity effect in linear regression methods. For example, this question is about collinear predictors in GLM.
But GAMs are nonlinear, do we need to check the collinearity of independent variables before using GAMs?

generalized-linear-model gam

share|cite|improve this question

asked 2 days ago

T XT X

443

$endgroup$

share|cite|improve this question

asked 2 days ago

T XT X

443

share|cite|improve this question

asked 2 days ago

T XT X

443

asked 2 days ago

T XT X

443

asked 2 days ago

T XT X

443

1 Answer
1

active

oldest

votes

3

$begingroup$

GAM models can be afflicted by concurvity (the extension of GLM collinearity to GAM models).

According to https://stat.ethz.ch/R-manual/R-devel/library/mgcv/html/concurvity.html:

"Concurvity occurs when some smooth term in a model could be approximated by 
one or more of the other smooth terms in the model. This is often the case 
when a smooth of space is included in a model, along with smooths of other 
covariates that also vary more or less smoothly in space. Similarly it tends 
to be an issue in models including a smooth of time, along with smooths of 
other time varying covariates.

Concurvity can be viewed as a generalization of co-linearity, and causes 
similar problems of interpretation. It can also make estimates somewhat 
unstable (so that they become sensitive to apparently innocuous modelling 
details, for example)."

The above link explains how you can compute three different measures of concurvity for a GAM model fitted with the mgcv package in R, all of which are bounded between 0 and 1 (with 0 indicating no concurvity).

Thus, you do have to check for the potential presence of concurvity in your GAM models by computing appropriate measures of concurvity and making sure they are not too high (i.e., not too close to 1). See also gam smoother vs parametric term (concurvity difference), https://jroy042.github.io/nonlinear/week3.html and https://eric-pedersen.github.io/mgcv-esa-workshop/slides/02-model_checking.html#/.

share|cite|improve this answer

edited 2 days ago

answered 2 days ago

Isabella GhementIsabella Ghement

7,698422

$endgroup$

add a comment | 

Your Answer

StackExchange.ifUsing("editor", function ()
return StackExchange.using("mathjaxEditing", function ()
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix)
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
);
);
, "mathjax-editing");

StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "65"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);

StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);

else
createEditor();

);

function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: false,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: null,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);



);

draft saved

draft discarded

Sign up or log in

StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);

Sign up using Google

Sign up using Facebook

Sign up using Email and Password

Post as a guest

Name

Email

Required, but never shown

StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstats.stackexchange.com%2fquestions%2f400395%2fdoes-gam-generalized-additive-model-have-collinearity-problem%23new-answer', 'question_page');

);

Post as a guest

Name

Email

Required, but never shown

3

$begingroup$

GAM models can be afflicted by concurvity (the extension of GLM collinearity to GAM models).

According to https://stat.ethz.ch/R-manual/R-devel/library/mgcv/html/concurvity.html:

"Concurvity occurs when some smooth term in a model could be approximated by 
one or more of the other smooth terms in the model. This is often the case 
when a smooth of space is included in a model, along with smooths of other 
covariates that also vary more or less smoothly in space. Similarly it tends 
to be an issue in models including a smooth of time, along with smooths of 
other time varying covariates.

Concurvity can be viewed as a generalization of co-linearity, and causes 
similar problems of interpretation. It can also make estimates somewhat 
unstable (so that they become sensitive to apparently innocuous modelling 
details, for example)."

The above link explains how you can compute three different measures of concurvity for a GAM model fitted with the mgcv package in R, all of which are bounded between 0 and 1 (with 0 indicating no concurvity).

Thus, you do have to check for the potential presence of concurvity in your GAM models by computing appropriate measures of concurvity and making sure they are not too high (i.e., not too close to 1). See also gam smoother vs parametric term (concurvity difference), https://jroy042.github.io/nonlinear/week3.html and https://eric-pedersen.github.io/mgcv-esa-workshop/slides/02-model_checking.html#/.

share|cite|improve this answer

edited 2 days ago

answered 2 days ago

Isabella GhementIsabella Ghement

7,698422

$endgroup$

add a comment | 

3

$begingroup$

GAM models can be afflicted by concurvity (the extension of GLM collinearity to GAM models).

According to https://stat.ethz.ch/R-manual/R-devel/library/mgcv/html/concurvity.html:

"Concurvity occurs when some smooth term in a model could be approximated by 
one or more of the other smooth terms in the model. This is often the case 
when a smooth of space is included in a model, along with smooths of other 
covariates that also vary more or less smoothly in space. Similarly it tends 
to be an issue in models including a smooth of time, along with smooths of 
other time varying covariates.

Concurvity can be viewed as a generalization of co-linearity, and causes 
similar problems of interpretation. It can also make estimates somewhat 
unstable (so that they become sensitive to apparently innocuous modelling 
details, for example)."

The above link explains how you can compute three different measures of concurvity for a GAM model fitted with the mgcv package in R, all of which are bounded between 0 and 1 (with 0 indicating no concurvity).

Thus, you do have to check for the potential presence of concurvity in your GAM models by computing appropriate measures of concurvity and making sure they are not too high (i.e., not too close to 1). See also gam smoother vs parametric term (concurvity difference), https://jroy042.github.io/nonlinear/week3.html and https://eric-pedersen.github.io/mgcv-esa-workshop/slides/02-model_checking.html#/.

share|cite|improve this answer

edited 2 days ago

answered 2 days ago

Isabella GhementIsabella Ghement

7,698422

$endgroup$

add a comment | 

$begingroup$

GAM models can be afflicted by concurvity (the extension of GLM collinearity to GAM models).

According to https://stat.ethz.ch/R-manual/R-devel/library/mgcv/html/concurvity.html:

"Concurvity occurs when some smooth term in a model could be approximated by 
one or more of the other smooth terms in the model. This is often the case 
when a smooth of space is included in a model, along with smooths of other 
covariates that also vary more or less smoothly in space. Similarly it tends 
to be an issue in models including a smooth of time, along with smooths of 
other time varying covariates.

Concurvity can be viewed as a generalization of co-linearity, and causes 
similar problems of interpretation. It can also make estimates somewhat 
unstable (so that they become sensitive to apparently innocuous modelling 
details, for example)."

The above link explains how you can compute three different measures of concurvity for a GAM model fitted with the mgcv package in R, all of which are bounded between 0 and 1 (with 0 indicating no concurvity).

Thus, you do have to check for the potential presence of concurvity in your GAM models by computing appropriate measures of concurvity and making sure they are not too high (i.e., not too close to 1). See also gam smoother vs parametric term (concurvity difference), https://jroy042.github.io/nonlinear/week3.html and https://eric-pedersen.github.io/mgcv-esa-workshop/slides/02-model_checking.html#/.

share|cite|improve this answer

edited 2 days ago

answered 2 days ago

Isabella GhementIsabella Ghement

7,698422

$endgroup$

"Concurvity occurs when some smooth term in a model could be approximated by 
one or more of the other smooth terms in the model. This is often the case 
when a smooth of space is included in a model, along with smooths of other 
covariates that also vary more or less smoothly in space. Similarly it tends 
to be an issue in models including a smooth of time, along with smooths of 
other time varying covariates.

Concurvity can be viewed as a generalization of co-linearity, and causes 
similar problems of interpretation. It can also make estimates somewhat 
unstable (so that they become sensitive to apparently innocuous modelling 
details, for example)."

share|cite|improve this answer

edited 2 days ago

answered 2 days ago

Isabella GhementIsabella Ghement

7,698422

answered 2 days ago

Isabella GhementIsabella Ghement

7,698422

answered 2 days ago

Isabella GhementIsabella Ghement

7,698422