Laid out like mgcv::summary.gam(), but with one row per distributional
parameter throughout, since every parameter has its own formula, link,
coefficients and smooths.
Details
Parametric coefficients get standard errors from vcov.gamRTMB() and
approximate Gaussian (z) tests. Smooth terms are reported with their
effective degrees of freedom and smoothing parameters but no
p-values: mgcv's "approximate significance" rests on Wood's (2013) test
for a term's whole coefficient block, which is not implemented here, and a
naive Wald test in its place would be misleading.
Examples
set.seed(1)
d <- data.frame(x1 = runif(300), x2 = runif(300))
d$y <- rnorm(300, sin(2 * pi * d$x1), exp(-1 + d$x2))
summary(gamRTMB(y ~ list(mean = ~ s(x1), sd = ~ s(x2)), data = d))
#>
#> Family: norm [dnorm from RTMB]
#> Links: mean = identity, sd = log
#>
#> Formula:
#> mean ~ s(x1)
#> sd ~ s(x2)
#>
#> Parametric coefficients:
#> Estimate Std. Error z value Pr(>|z|)
#> mean:(Intercept) 0.05266 0.03374 1.561 0.119
#> sd:(Intercept) -0.45491 0.04092 -11.118 <2e-16 ***
#> ---
#> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#>
#> Smooth terms:
#> term edf k sp
#> mean:s(x1) 6.377 9 0.1225
#> sd:s(x2) 1.000 9 2.828e+08
#>
#> Total EDF = 9.38 n = 300
#> -REML = 309.343 logLik = -289.210 AIC = 597.17