CODEWITHSUNDEEP
rgammgcv
yannick
yannick

Reputation: 397

R: GAM with multiple negative binomial thetas

I fit a Generalized Additive Model in the Negative Binomial family using gam from the mgcv package. I have a data frame containing my dependent variable Y, an independent variable X, other independent variables Oth and a factor Fac. I would like to fit the following model

Y ~ s(X) + Oth

with a different theta per factor level. In other words, I use

fit <- gam(Y~s(X)+Oth, family=nb())

but this only gives me one dispersion parameter theta for the whole dataset. Instead, I believe that the mean is the same across factors, hence only one set of coefficients are required for s(X) and Oth, but the variance changes across factors, so I would like one dispersion estimate theta per level of Fac.

Naturally, fitting one model per factor level does not work because I would then get one set of coefficients for the independent variables per factor level, instead of one for the whole dataset.

Upvotes: 0

Views: 619

Answers (1)

Maju116
Maju116

Reputation: 1607

The best way to solve your problem is to use a gamlss package. You will be able to model mean by X variables and variance by X and Fac variables so you will get parameters for all levels of your factor.

Upvotes: 1

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