[R] GAM model selection and dropping terms based on GCV

aditya gangadharan audig84 at yahoo.com
Mon Dec 4 13:30:33 CET 2006


Hello,
I have a question regarding model selection and dropping of terms for GAMs fitted with package mgcv. I am following the approach suggested in Wood (2001), Wood and Augustin (2002).
 
I fitted a saturated model, and I find from the plots that for two of the covariates,
1. The confidence interval includes 0 almost everywhere
2. The degrees of freedom are NOT close to 1
3. The partial residuals from plot.gam don’t show much pattern visually (to me)
4. When I drop either or both of the terms, the GCV score increases;

This is my main problem: how much of an increase in GCV is ‘acceptable’ when terms are dropped? In the above case, the delta GCV scores are .03, .06 and .11 when I drop covariate A, covariate B and both respectively from the full model.  
I would be very grateful for any advice on this.

Thank you
Best Wishes
Aditya




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