I’m fitting several GAMs using R package mgcv, I would like to include a Tweedie distribution as one of the candidate distributions but I’m not sure how to choose values for p and power other than trying several options and picking the one that results in the best model based on residual plots, basis dimensions etc.
Best regards,
Alesha
Matthew Anthony Borg
If using a Tweedie distribution with mgcv, it can automatically determine the optimum parameters for the Tweedie distribution for you. Specifically for p, you need to use the tw() family, as opposed to Tweedie() where p has to be selected:
gam(your.formula, family=tw(), your.dataset)
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