Amodio, Sonia; Aria, Massimo Aria; Antonio D’Ambrosio - In: Statistica 74 (2014) 1, pp. 81-94
When data are affected by multicollinearity in the linear regression framework, then concurvity will be present in fitting a generalized additive model (GAM). The term concurvity describes nonlinear dependencies among the predictor variables. As collinearity results in inflated variance of the...