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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