Message-ID: <20061204123033.3420.qmail@web51106.mail.yahoo.com>
Date: 2006-12-04T12:30:33Z
From: aditya gangadharan
Subject: GAM model selection and dropping terms based on GCV
Hello,
I have a question regarding model selection and dropping of terms for GAMs fitted with package mgcv. I am following the approach suggested in Wood (2001), Wood and Augustin (2002).
I fitted a saturated model, and I find from the plots that for two of the covariates,
1. The confidence interval includes 0 almost everywhere
2. The degrees of freedom are NOT close to 1
3. The partial residuals from plot.gam don?t show much pattern visually (to me)
4. When I drop either or both of the terms, the GCV score increases;
This is my main problem: how much of an increase in GCV is ?acceptable? when terms are dropped? In the above case, the delta GCV scores are .03, .06 and .11 when I drop covariate A, covariate B and both respectively from the full model.
I would be very grateful for any advice on this.
Thank you
Best Wishes
Aditya