Re: [R] Possible overfitting of a GAM

2008-02-18 Thread Simon Wood
The figures don't obviously scream out `overfitting' to me, and the standard errors don't look excessively wide, given the data. Unless there is a strong reason for using `lo', you could also try the `gam' function in package `mgcv': it attempts to estimate the appropriate degree of smoothing a

Re: [R] Possible overfitting of a GAM

2008-02-16 Thread Bill.Venables
thomas L Jones asks: > The subject is a Generalized Additive Model. Experts caution us > against overfitting the data, which can cause inaccurate results. Inaccurate *predictions*, to be more precies. The main problem with overfitting is that your model will capture too much of the noise in the

[R] Possible overfitting of a GAM

2008-02-16 Thread Thomas L Jones, PhD
The subject is a Generalized Additive Model. Experts caution us against overfitting the data, which can cause inaccurate results. I am not a statistician (my background is in Computer Science). Perhaps some kind soul would take a look and vet the model for overfitting the data. The study estima