R: Identifiability side conditions for a GAM.

gam.side.conditions {mgcv} | R Documentation

## Identifiability side conditions for a GAM.

### Description

GAM formulae with repeated variables only correspond to identifiable models given some side conditions on the null space of the model penalties. This routine works out appropriate side conditions and returns the coefficient matrix that imposes them. It is called from `gam` and is not intended to be called by users.

The routine will not deal with lack of identifiability between tensor product smooth terms and other smooths. i.e. only the `s` terms are processed here, while `te` terms are ignored.

### Usage

    gam.side.conditions(G)

### Arguments

`G` | the object obtained by calling `gam.setup`.

### Details

Part of the basis of a thin plate regression spline (of the sort used to define GAMs in package `mgcv`) is a polynomial basis for the space of functions of zero wiggliness according to the spline wiggliness penalty. A GAM with repeated dependence on one or more variables will have multiple copies of these basis terms, and will hence not be identifiable without extra constraints. For example, the design matrix for the model `y~s(x)+s(z)+s(x,z)` will feature two copies of the columns for `x` and `z`, but by imposing the constraint that the second parameter for each repeat variable is zero, the model becomes identifiable again.

This routine automates the process of producing these constraints in general. The method used is to create labels for each null basis column that uniquely identify the term while allowing multiple copies of the column to be identified. The algorithm works upwards throught the dimensions - i.e. starts with 1-d terms, then does 2-d terms , then 3-d and so on. A stack of null basis columns is maintained, and each new basis term tested against it - if the new term is a repeat then its parameter is constrained to be zero - otherwise it is added to the stack. The method is symbolic and not numerical - you can fool it by making two copies of the same covariate with different names.

If the model can not be made identifiable then an error is generated.

The code critically depends on equivalence between the R code null.space.basis.powers and the equivalent C code in tprs.c.

Note that the routine does nothing to the constant terms in the basis - these are already dealt with by the constraints that centre all smooths.

### Value

A matrix C defining the constraints on the model. The constraints are that Cp=0 where p is the parameter vector. `C` includes the original sum to zero constraints from `G$C` and is hence suitable for directly replacing that matrix.

### Author(s)

Simon N. Wood simon@stats.gla.ac.uk

### References

Wood, S.N. (2000) Modelling and Smoothing Parameter Estimation with Multiple Quadratic Penalties. J.R.Statist.Soc.B 62(2):413-428

Wood, S.N. (2003) Thin plate regression splines. J.R.Statist.Soc.B 65(1):95-114

http://www.stats.gla.ac.uk/~simon/

### Examples

    set.seed(0)
    n<-400
    sig2<-4
    x0 <- runif(n, 0, 1)
    x1 <- runif(n, 0, 1)
    x2 <- runif(n, 0, 1)
    pi <- asin(1) * 2
    f <- 2 * sin(pi * x0)
    f <- f + exp(2 * x1) - 3.75887
    f <- f + 0.2 * x2^11 * (10 * (1 - x2))^6 + 10 * (10 * x2)^3 * (1 - x2)^10 - 1.396
    e <- rnorm(n, 0, sqrt(abs(sig2)))
    y <- f + e
    b<-gam(y~s(x0)+s(x1)+s(x0,x1)+s(x2))
    plot(b,pages=1)
    test1<-function(x,z,sx=0.3,sz=0.4)
    { (pi**sx*sz)*(1.2*exp(-(x-0.2)^2/sx^2-(z-0.3)^2/sz^2)+
      0.8*exp(-(x-0.7)^2/sx^2-(z-0.8)^2/sz^2))
    }
    n<-500
    old.par<-par(mfrow=c(2,2))
    x<-runif(n);z<-runif(n);
    y<-test1(x,z)+rnorm(n)*0.1
    b<-gam(y~s(x)+s(z)+s(x,z))
    plot(b)
    par(old.par)
    rm(list=c("f","x0","x1","x2","x","z","y","b","test1","n","sig2","pi","e"))

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