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As recommended by the maintainer of the mgcv package, Simon Wood, it might be better to set method = "REML" in the gam() call for geom_smooth(). I quote:
REML smoothing parameter estimation is less prone to occasional under-smoothing than GCV (e.g. gam(..., method="REML"))
The text was updated successfully, but these errors were encountered:
Theoretically REML will undersmooth relative to GCV in the large sample limit and have slightly worse MSE performance, but for me the finite sample performance trumps this: Reiss and Ogden, 2009, JRSSB give some theory for why.
This should be a straightforward tweak to the existing code, and just needs a news bullet. It is likely to create small changes in some existing plots, but I don't think the differences should be too serious (although it might cause visual tests to fail)
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As recommended by the maintainer of the mgcv package, Simon Wood, it might be better to set
method = "REML"
in thegam()
call forgeom_smooth()
. I quote:The text was updated successfully, but these errors were encountered: