DEGREES OF SMOOTHING |
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If the neighbourhood is small the smoothing function will be rough and may have a high variance
If the neighbourhood is large, the estimate may be too smooth and will not pick up curvature in the underlying function i.e. it might be biased
Statistical software usually provides
* A default span, orExample of how to construct a neighbourhood
* Calculates an optimum span, by cross-validation
Generalized Additive Models 23.4.96 Page : 7 of 15 |
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