Closed Aariq closed 3 years ago
In these models, select=TRUE
reduces the edf for crossbasis function and covariates. It has a minimal effect on the shape of the crossbasis function and the associated p-values. I think it seems like best practice to use this method, so I'm going with it, for now at least.
I explored this more here: https://www.ericrscott.com/post/dlnm-p-values/
It seems like the current best method for getting p-values from GAMs (including DLNMs?) is to use the
select = TRUE
parameter ingam()
and then interpret p-values fromsummary(model)
(Marra and Wood 2011, see also: https://stats.stackexchange.com/questions/274151/anova-to-compare-models/274632#274632). This should allow the edf of a model term to shrink to 0, i.e. no longer part of the model, and the p-values fromsummary()
take into account that you've done this variable selection step. However, in my experience,select = TRUE
seems to make splines, including crossbasis functions, more wiggly, not less.Should I be using
select =TRUE
?