[R] GAM: Overfitting

Frank E Harrell Jr f.harrell at vanderbilt.edu
Wed Dec 22 04:25:39 CET 2004

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

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