Generalized Additive Models — or GAMs in short — have been somewhat of a mystery to me. I’ve known about them, but didn’t know exactly what they did, or when they’re useful. That came to an end when I found out about this tutorial by Noam Ross.
In this beautiful, online, interactive course, Noam allows you to program several GAMs yourself (in R) and to progressively learn about the different functions and features. I am currently halfway through, but already very much enjoy it.
If you’re already familiar with linear models and want to learn something new, I strongly recommend this course!