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2013 Nov 06
3
Nonnormal Residuals and GAMs
Greetings, My question is more algorithmic than prectical. What I am
trying to determine is, are the GAM algorithms used in the mgcv package
affected by nonnormally-distributed residuals?
As I understand the theory of linear models the Gauss-Markov theorem
guarantees that least-squares regression is optimal over all unbiased
estimators iff the data me...