Closed Aariq closed 3 years ago
Ah, Teller et al. did use GCV: "We chose k by the GCV criterion with model degrees of freedom inflated by 20% to avoid overfitting". The 20% refers to gamma = 1.2
REML tends to be more resistant to overfitting (Wood 2017), so I'm going to not use gamma
(keep it at default of 1).
In
gam()
, you can adjust the smoothing withgamma
. Values above 1 increase the smoothness. Teller et al. use a value of 1.2, but I don't think they justify that particular value. Simon Wood says in his book:But I think Teller et. al used REML, not GCV.
gamma
also works with REML, but I'm not sure if it's the same justification, or why you would choose 1.2 and not 1.5 or 1.1.