[R] GAMs

From: Van Wyk, Jaap <jaapvw_at_uj.ac.za>
Date: Fri, 21 Mar 2008 07:11:59 +0200

I have been searching for goodness-of-fit tests (or lack of fit tests) for GAMs and cannot find anything. My problem is: after fitting a GAM to mortality data (smoothing crude estimated rates of mortality - a process called graduation in the actuarial literature), (1) how to assess the fit of the model with reference to "adherence to data" for the fitted model (I do not think the "usual" chi-square test is appropriate), and (2) compare the model to other models (parametric or non-parametric models). Could anyone please provide some assistance. Greatly appreciated.

Jacob L van Wyk
Department of Statistics
University of Johannesburg, APK
Box 524
Auckland Park 2006
South Africa
Office Tel: +27 11 559 3080
Fax: +27 11 559 2832  

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