mgcv: lowest estimated degrees of freedom

Thu, Jun 21, 2007 11:51 AM #

Dear list,

I do apologize if these are basic questions.  I am fitting some GAM 
models using the mgcv package and following the model selection criteria 
proposed by Wood and Augustin (2002, Ecol. Model. 157, p. 157-177).  One 
criterion to decide if a term should be dropped from a model is if the 
estimated degrees of freedom (EDF) for the term are close to their lower 
limit.

What would be the minimum number of EDF's for
a) Univariate thin plate regression splines(TPRS) with shrinkage, i.e.  
s(...,bs="ts")
b) Bivariate tensor products of TPRS with shrinkage?

Thanks for any help,

Julian Burgos

Julian M. Burgos

Fisheries Acoustics Research Lab
School of Aquatic and Fishery Science
University of Washington

1122 NE Boat Street
Seattle, WA  98105 

Phone: 206-221-6864

Simon Wood

Fri, Jun 22, 2007 1:54 AM #

On Thursday 21 June 2007 19:51, Julian Burgos wrote:

zero (that's sort of the point of the shrinkage smooths: the smoothing penalty 
can actually zero a term completely with high enough smoothing parameter).

Also zero. The penalties for the marginal smooths can shrink terms to zero, 
and this gets inherited by the tensor product penalties. So, with high enough 
smoothing parameters, the term will be shrunk to zero (and hence have zero 
EDF).

Simon