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2013 Oct 27
2
Heteroscedasticity and mgcv.
I have a two part question one about statistical theory and the other
about implementations in R. Thank you for all help in advance.
(1) Am I correct in understanding that Heteroscedasticity is a problem for
Generalized Additive Models as it is for standard linear models? I am
asking particularly about the GAMs as implemented in the mgcv package.
Based upon my online search it seems that some