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selction
2006 Dec 04
1
GAM model selection and dropping terms based on GCV
Hello,
I have a question regarding model selection and dropping of terms for GAMs fitted with package mgcv. I am following the approach suggested in Wood (2001), Wood and Augustin (2002).
I fitted a saturated model, and I find from the plots that for two of the covariates,
1. The confidence interval includes 0 almost everywhere
2. The degrees of freedom are NOT close to 1
3. The partial