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2008 Feb 16
2
Possible overfitting of a GAM
...oess smoothing algorithm (locally weighted regression). The default span was used. http://tinyurl.com/34av6l gives the scatterplot and the fitted curve. The two seem to match reasonably well. However, when I tried to generate the standard errors, things went awry. (Please see http://tinyurl.com/38ej2t ) There are three curves, seemingly the fitted curve and the curves for plus and minus two standard errors. The shapes seem okay, but there are large errors in the y values. Question: Have I overfitted the data? Feedback? Tom Thomas L. Jones, PhD, Computer Science