[R] GAMS and Knots

Bert Gunter gunter.berton at gene.com
Tue Nov 28 23:55:02 CET 2006


This is the "knotty" problem of overfitting/balancing variance and bias.
There is no easy answer, but one obvious place to look for words of wisdom
is the Hastie/Tibshirani book, "Generalized Additive Models," #43 in the
Chapman and Hall little green book series.  See especially Chapter 3.

Bert Gunter
Genentech Nonclinical Statistics
South San Francisco, CA 94404


-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Kathryn Baldwin
Sent: Tuesday, November 28, 2006 2:40 PM
To: r-help at stat.math.ethz.ch
Subject: [R] GAMS and Knots

Hi
I was wondering if anyone knew how to work out the number of knots that 
should be applied to each variable when using gams in the mgcv library?
Any help or references would be much appreciated.
Thanks
Kathryn Baldwin

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