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A note on basis dimension selection in generalized additive modelling

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arxiv 1602.06696 v1 pith:6B36LUGN submitted 2016-02-22 stat.ME stat.OT

classification stat.MEstat.OT
keywords basisdimensionmodelselectionapproachcheckingcovariatesresiduals
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Two new approaches for checking the dimension of the basis functions when using penalized regression smoothers are presented. The first approach is a test for adequacy of the basis dimension based on an estimate of the residual variance calculated by differencing residuals that are neighbours according to the smooth covariates. The second approach is based on estimated degrees of freedom for a smooth of the model residuals with respect to the model covariates. In comparison with basis dimension selection algorithms based on smoothness selection criterion (GCV, AIC, REML) the above procedures are computationally efficient enough for routine use as part of model checking.

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  1. Adding structure to generalized additive models, with applications in ecology

    stat.ME 2025-08 conditional novelty 4.0 of 10

    A tutorial showing that varying-coefficient, scalar-on-function, and distributed lag models can be implemented as generalized additive models in R's mgcv, with three ecological case studies.

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