Christos,
I would base choise of `m' on the AIC or GCV scores, (or on the REML or
Marginal likelihood scores, if these have been used for smoothness
selection). I don't think the m=2 basis will be strictly nested within the
m=3 basis will it? So that rules out you option a. Option b is poor
Hi,
I am using GAMs (package mgcv) to smooth event rates in a penalized regression
setting and I was wondering if/how one can
select the order of the derivative penalty.
For my particular problem the order of the penalty (parameter m inside the
s terms of the formula argument) appears
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