GAM formula


Description of gam formula (see Details), and how to extract it from a fitted gam object.


## S3 method for class 'gam'



fitted model objects of class gam (see gamObject) as produced by gam().


un-used in this case


gam will accept a formula or, with some families, a list of formulae. Other mgcv modelling functions will not accept a list. The list form provides a mechanism for specifying several linear predictors, and allows these to share terms: see below.

The formulae supplied to gam are exactly like those supplied to glm except that smooth terms, s, te, ti and t2 can be added to the right hand side (and . is not supported in gam formulae).

Smooth terms are specified by expressions of the form:
where x1, x2, etc. are the covariates which the smooth is a function of, and k is the dimension of the basis used to represent the smooth term. If k is not specified then basis specific defaults are used. Note that these defaults are essentially arbitrary, and it is important to check that they are not so small that they cause oversmoothing (too large just slows down computation). Sometimes the modelling context suggests sensible values for k, but if not informal checking is easy: see choose.k and gam.check.

fx is used to indicate whether or not this term should be unpenalized, and therefore have a fixed number of degrees of freedom set by k (almost always k-1). bs indicates the basis to use for the smooth: the built in options are described in smooth.terms, and user defined smooths can be added (see user.defined.smooth). If bs is not supplied then the default "tp" (tprs) basis is used. by can be used to specify a variable by which the smooth should be multiplied. For example gam(y~s(x,by=z)) would specify a model E(y)=f(x)z where f(.) is a smooth function. The by option is particularly useful for models in which different functions of the same variable are required for each level of a factor and for ‘varying coefficient models’: see gam.models. id is used to give smooths identities: smooths with the same identity have the same basis, penalty and smoothing parameter (but different coefficients, so they are different functions).

An alternative for specifying smooths of more than one covariate is e.g.:
which would specify a tensor product smooth of the two covariates x and z constructed from marginal t.p.r.s. bases of dimension 5 and 10 with marginal penalties of order 2 and 3. Any combination of basis types is possible, as is any number of covariates. te provides further information. ti terms are a variant designed to be used as interaction terms when the main effects (and any lower order interactions) are present. t2 produces tensor product smooths that are the natural low rank analogue of smoothing spline anova models.

s, te, ti and t2 terms accept an sp argument of supplied smoothing parameters: positive values are taken as fixed values to be used, negative to indicate that the parameter should be estimated. If sp is supplied then it over-rides whatever is in the sp argument to gam, if it is not supplied then it defaults to all negative, but does not over-ride the sp argument to gam.

Formulae can involve nested or “overlapping” terms such as
y~s(x)+s(z)+s(x,z) or y~s(x,z)+s(z,v)
but nested models should really be set up using ti terms: see gam.side for further details and examples.

Smooth terms in a gam formula will accept matrix arguments as covariates (and corresponding by variable), in which case a ‘summation convention’ is invoked. Consider the example of s(X,Z,by=L) where X, Z and L are n by m matrices. Let F be the n by m matrix that results from evaluating the smooth at the values in X and Z. Then the contribution to the linear predictor from the term will be rowSums(F*L) (note the element-wise multiplication). This convention allows the linear predictor of the GAM to depend on (a discrete approximation to) any linear functional of a smooth: see linear.functional.terms for more information and examples (including functional linear models/signal regression).

Note that gam allows any term in the model formula to be penalized (possibly by multiple penalties), via the paraPen argument. See gam.models for details and example code.

When several formulae are provided in a list, then they can be used to specify multiple linear predictors for families for which this makes sense (e.g. mvn). The first formula in the list must include a response variable, but later formulae need not (depending on the requirements of the family). Let the linear predictors be indexed, 1 to d where d is the number of linear predictors, and the indexing is in the order in which the formulae appear in the list. It is possible to supply extra formulae specifying that several linear predictors should share some terms. To do this a formula is supplied in which the response is replaced by numbers specifying the indices of the linear predictors which will shre the terms specified on the r.h.s. For example 1+3~s(x)+z-1 specifies that linear predictors 1 and 3 will share the terms s(x) and z (but we don't want an extra intercept, as this would usually be unidentifiable). Note that it is possible that a linear predictor only includes shared terms: it must still have its own formula, but the r.h.s. would simply be -1 (e.g. y ~ -1 or ~ -1).


Returns the model formula, x$formula. Provided so that anova methods print an appropriate description of the model.


A codegam formula should not refer to variables using e.g. dat[["x"]].


Simon N. Wood

See Also


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