[R] Generalized Additive Models - gamma against overfitting

Mike.lang
Wed, 13 Nov 2013 09:03:07 -0000

Dear listeners,

in order to analyze a dataset, which includes more than 30k records, I'm
using a general GAMM like y~s(x)+s(y)+z+e with a underlying normal
distribution. Unfortunately, I have some problems with over- and
underfittings in smooth-functions at the same time.
In general there is the possibility to set up a gamma like gamma=1.4 in
order to avoid overfitting in the smooth-functions. In my case I would need
different gammas for different smooth-functions, because s(x) is overfitted
and s(y) underfitted currently.
So, is there any possibility to set up a gamma for each smooth-function
separately?

I really would appreciate your responses!

Thanks a lot!
Best
Mike



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