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2 points by lmc2179 3199 days ago | link | parent

I'm having a little difficulty understanding this - how is this different from kernel regression?


2 points by kblarsen 3198 days ago | link

In a GAM, you are estimating the non-linear functions for all variables in the model simultaneously. Moreover, GAMs allows for smoothing techniques such as regression splines, which allows you to cast GAMs as a large penalized GLM. This has ties to Bayesian regression and mixed effects models.

In a GAM, you are not estimating a bunch of individual smoothers in isolation and then throwing them in a model.

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