Sep 4, 2017 · In mgcv there are various methods to finding the smoothing parameter, lambda, such as GCV and ML/REML. GCV works by minimizing predictive error, but is subject to …

Mar 9, 2021 · Model smoothness selection for GAMs: GCV vs. REML vs. ML? Ask Question Asked 4 years, 9 months ago Modified 1 year, 5 months ago

Jul 20, 2014 · AIC, BIC and GCV: what is best for making decision in penalized regression methods? Ask Question Asked 11 years, 5 months ago Modified 6 years, 1 month ago

His treatment integrates GCV in general with applications in regression and logistic regression. If you look at the ESL book, p 244, you see basically the same symbology.

Jan 11, 2016 · I have a question about Generalized Additive Models. What is deviance explained, GCV score and scale est in GAM results? What do these indicators show?

Sep 21, 2017 · The GCV score, $\mathcal {V}_g$, therefore depends on the units of the response and/or on the specific data used in the model. As such you cannot compare, in a meaningful …

Oct 31, 2016 · The default setting in gam is the thin plate spline. So I was wondering what it basically does. From my understanding so far, the advantage in that method is, that you don't …

Jul 29, 2018 · 9 This post (link below) alludes to setting the basis dimension to -1 (k = -1) as automatically choosing the number of knots via Generalized Cross Validation (GCV) in R's …

Jun 22, 2019 · Yes, you want the lambda that minimizes GCV. MASS's lm.ridge doesn't choose a default lambda sequence for you. Look at this question which talks about good default choices …

Dec 20, 2024 · I have fitted a relatively complex/large generalized additive model for prediction purposes but would like to assess its predictive power/cross-validate it. Due to variability in …