The help pages for MGCV in R states the following:

Note that when using factor by variables, centering constraints are applied to the smooths, which usually means that the by variable should be included as a parametric term, as well.

What exactly does this mean? What are centering constraints?

To Gavin:

My understanding is that model bb creates a smooth separately for each value of fac. If the data for each level of fac is separately centered to have mean of zero, is this saying that new data with say fac=='1' with x2==mean(subset(dat,fac=="1")$x2 should have a predicted value of the intercept coefficient? And new data with fac=='2' with x2==mean(subset(dat,fac=="2")$x2 should have the same predicted value? It doesn't work that way so I must not entirely grasp the issue.

dat <- gamSim(4)
bbb<-gam(y ~ s(x2, by=fac), data=dat) ## without fac and x0
summary(bbb) #(Intercept)    1.868 
predict(bbb,ndat) #2.393406
predict(bbb,ndat2) #1.933263 
predict(bbb,ndat3) #1.161115 

Follow-up: @Gavin,

If the following code is ran:

dat <- gamSim(4)
dat<-dat[dat$fac==1 | dat$fac==2,] #simplify to only 2 levels of the factor

b <- gam(y ~ s(x1,by=fac) -1 , data=dat) #suppress intercept
newsource1<-dat[dat$fac==1,] #subset to fac=1
newsource2<-dat[dat$fac==2,] #subset to fac=2

new1<-data.frame(x1=newsource1$x1,fac=newsource1$fac) #data to predict (original data with fac=1)
new2<-data.frame(x1=newsource2$x1,fac=newsource2$fac) #data to predict (original data with fac=2)

##Plot both cases (fac=1 and fac=2) with vertical line at the respective x1 mean

p<-predict(b,new1) #predict data with fac=1
abline(v=mean(new1$x1)) #mean where fac=1

enter image description here

p<-predict(b,new2) #predict data with fac=2
abline(v=mean(new2$x1))  #mean where fac=2

enter image description here

While each smooth appears centered over the common mean (mean(dat$x1)), isn't the fact that a very different prediction of y results given (for example, but any x1 value seems to make the same argument)

x1=mean(dat$x1) fac=1


x1=mean(dat$x1) fac=2

contrary to the idea that the factor must be added to the model (as a parametric component) in order to recognize the difference between fac=1 and fac=2 (which I believed to be what Simon Wood was referring to).


1 Answer 1


What that means is that each smooth created using a by term will be centred at zero. In effect this means that the data for each level of by has the same mean (i.e. the intercept or constant term in the model). What Simon Wood means is that if the data have different mean values (Site A has higher values than Site B say and by = Site) then because of the centring constraints this difference in the means of the different groups will not be taken into account in the model.

Using an example from ?gam.model I will demonstrate the difference:

## Factor `by' variable example (with a spurious covariate x0)
## simulate data...

dat <- gamSim(4)

## fit model...
b <- gam(y ~ fac + s(x2, by=fac) + s(x0), data=dat)
bb <- gam(y ~ s(x2, by=fac) + s(x0), data=dat) ## without fac

Note how in model b we include the fac variable as a separate parametric term in the model formula as well as in the s( ) part. The intercept in this model will then represent the mean for the first group (level) of fac and the coefficients for fac in the model (and in the summary output) will represent the difference in means from the first group of the other groups.

Look closely at the output from summary(), notice how the deviance explained by b is much higher than that of bb (without the parametric fac term), and consequently b has a lower GCV score (lower is better) and a lower scale parameter. The higher scale parameter in bb is due to there being a large amount of unexplained variance (the between group effect of fac) left over in the simpler model.

R> summary(b)
R-sq.(adj) =  0.644   Deviance explained = 65.6%
GCV score = 3.9013  Scale est. = 3.7517    n = 400

R> summary(bb)
R-sq.(adj) =  0.451   Deviance explained = 47.3%
GCV score = 6.0322  Scale est. = 5.7758    n = 400
  • $\begingroup$ Thanks! I added to my original question to see if I can better understand what happens with the by=fac. I am not there to completely think in terms of these smooths and away from a classical equation based glm. $\endgroup$
    – B_Miner
    Jul 31, 2012 at 12:56
  • $\begingroup$ @B_Miner Not sure I understand your example. The centring is with respect to y here yet you are centring x2 and thus asking for the value of y at three different values of x2. As such I would expect differences, but that is not what centring constraints are doing. $\endgroup$ Jul 31, 2012 at 13:06
  • $\begingroup$ I was thinking in terms of centering the predictor x2 (stuck on the intercept interpretation - DOH!). So you are saying that with model bb that each s(x2|fac==1), s(x2|fac==2) and s(x2|fac==3) is centered at y. I think I dont quite get the issue yet. $\endgroup$
    – B_Miner
    Jul 31, 2012 at 13:17
  • $\begingroup$ Conceptually at least, yes. I think the details are far more complex and you will need to read Simon Woods book for further details. I have conveniently left my copy of the book at home today. $\endgroup$ Jul 31, 2012 at 13:23
  • $\begingroup$ I have the book actually. I saw the slides people.bath.ac.uk/sw283/mgcv/tampere/mgcv-advanced.pdf that also state the need for the factor by term to be added as a main effect, but conceptually I was still not following why / what the implication was of not adding it. $\endgroup$
    – B_Miner
    Jul 31, 2012 at 15:06

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