Re: [R] Selecting derivative order penalty for thin plate spline regression (GAM - mgcv)

Christos, I would base choise of `m' on the AIC or GCV scores, (or on the REML or Marginal likelihood scores, if these have been used for smoothness selection). I don't think the m=2 basis will be strictly nested within the m=3 basis will it? So that rules out you option a. Option b is poor

[R] Selecting derivative order penalty for thin plate spline regression (GAM - mgcv)

Hi, I am using GAMs (package mgcv) to smooth event rates in a penalized regression setting and I was wondering if/how one can select the order of the derivative penalty. For my particular problem the order of the penalty (parameter m inside the s terms of the formula argument) appears