how do I select the smoothing parameter for smooth.spline()?
I know that the smoothing parameter(lambda) is quite important for fitting a smoothing spline, but I did not see any post here regarding how to select a reasonable lambda (spar=?), I was told that spar normally ranges from 0 to 1. Could anyone share your experience when use smooth.spline()? Thanks. smooth.spline(x, y = NULL, w = NULL, df, spar = NULL, cv = FALSE, all.knots = FALSE, nknots = NULL, keep.data = TRUE, df.offset = 0, penalty = 1, control.spar = list(), tol = 1e-6 * IQR(x)) agstudy provides a visual way to choose spar . I remember what I learned from linear model class (but not