[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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