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: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Kathryn Baldwin Sent: Tuesday, November 28, 2006 2:40 PM To: r-help@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 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
