Re: [R] GAM: Overfitting

2004-12-22 Thread Simon Wood
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? - Keeping a random subset of the data as a validation set, fitting to the remaining data and then

[R] GAM: Overfitting

2004-12-21 Thread Jean G. Orelien
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 __ [EMAIL PROTECTED] mailing list

Re: [R] GAM: Overfitting

2004-12-21 Thread Frank E Harrell Jr
Jean G. Orelien wrote: 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