Re: [R] Heteroscedasticity and mgcv.

2013-10-29 Thread COLLINL
Thank you Simon that's quite helpful! I'll compare that with the GLMSS models. Best, Collin. > >> (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 t

Re: [R] Heteroscedasticity and mgcv.

2013-10-29 Thread Simon Wood
(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 forms of penalized splines can a

[R] Heteroscedasticity and mgcv.

2013-10-26 Thread Collin Lynch
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 particularl