Displaying 1 result from an estimated 1 matches for "38ej2t".
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