[R] GAM: Overfitting

[Frank E Harrell Jr]

Jean G. Orelien wrote:
> I am analyzing particulate matter data (PM10) on a small data set (147
> observations).  I fitted a semi-parametric model and am worried about
> overfitting.  How can one check for model fit in GAM?
> 
>  
> 
> Jean G. Orelien

It's good to separate 'model fit' (or lack of fit) from 'overfitting'. 
Overfitting can cause the model fit to appear to be excellent, but there 
is still a huge problem.

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University