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Using Generalized Additive Models to Detect and Estimate Threshold Associations
The International Journal of Biostatistics (2009)
  • Andrea Benedetti, McGill University
  • Michal Abrahamowicz, McGill University
  • Karen Leffondré
  • Mark S. Goldberg, McGill University
  • Robyn Tamblyn, McGill University

In a variety of research settings, investigators may wish to detect and estimate a threshold in the association between continuous variables. A threshold model implies a non-linear relationship, with the slope changing at an unknown location. Generalized additive models (GAMs) (Hastie and Tibshirani, 1990) estimate the shape of the non-linear relationship directly from the data and, thus, may be useful in this endeavour.

We propose a method based on GAMs to detect and estimate thresholds in the association between a continuous covariate and a continuous dependent variable. Using simulations, we compare it with the maximum likelihood estimation procedure proposed by Hudson (1966).

We search for potential thresholds in a neighbourhood of points whose mean numerical second derivative (a measure of local curvature) of the estimated GAM curve was more than one standard deviation away from 0 across the entire range of the predictor values. A threshold association is declared if an F-test indicates that the threshold model fit significantly better than the linear model.

For each method, type I error for testing the existence of a threshold against the null hypothesis of a linear association was estimated. We also investigated the impact of the position of the true threshold on power, and precision and bias of the estimated threshold.

Finally, we illustrate the methods by considering whether a threshold exists in the association between systolic blood pressure (SBP) and body mass index (BMI) in two data sets.

  • generalized additive models,
  • GAMs,
  • threshold,
  • simulation,
  • linear regression,
  • F-test
Publication Date
September 17, 2009
Citation Information
Andrea Benedetti, Michal Abrahamowicz, Karen Leffondré, Mark S. Goldberg, et al.. "Using Generalized Additive Models to Detect and Estimate Threshold Associations" The International Journal of Biostatistics Vol. 5 Iss. 1 (2009)
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