In 2006 I published a book called Generalized Additive Models: An Introduction with R , which aims to introduce GAMs as penalized GLMs, and Generalized Additive Mixed Models as examples of generalized linear mixed models. It also serves as a useful reference for the mgcv package in R. The book has chapters on linear models, generalized linear models, how a GAM is constructed using penalized regression splines, GAM theory, using GAMs with mgcv and finally on mixed models and generalized additive mixed models.

You can take a look at Chapter 1 here ).

The current errata list for the book can be found here .

Book reviews (that I know about):

- JRSSA .
- Journal of Statistical Software .
- Biometrics .
- Australian & New Zealand Journal of Statistics .
- JASA .
- Journal of Applied Statistics .

- `gam.method' no longer exists.
- Smoothness selection method is now controlled by the `method' argument to `gam'.
- The optimizer used to do this is controlled by the `optimizer' argument to `gam',

- p-values for individual smooth terms, returned by summary.gam and anova.gam have changed. The new versions are more reliable.
- Section 6.7.1 `a' should be removed from parametric part of gamm model formula, as s(t,k=5,by=a) is not subject to an identifiability constraint for mgcv >= 1.4.
- Section 5.2.4 and 5.2.5 example results will differ slightly: the `by' variables should really have been included in the parametric part of the model formula for mgcv < 1.4, but were not. The new results are correct.
- "perf.magic" should be replaced by "perf" for in the chapter 5 brain scan example.
- `negative.binomial' should be replaced by `negbin' in the chapter 5 mackerel survey example (and the method set to performance iteraction).
- Chapter 5 Exercise 8: the mechanism for adding user defined smooths has been simplied. See ?smooth.construct for details.

- The ability to include terms that are linear functionals of smooths (Wahba's `general spline smoothing problem' which includes functional linear models, GLASS models, signal regression etc.) See ?linear.functional.terms
- The ability to give different smooths the same smoothing parameters. See ?gam.models
- `by' variables can now be factors. See ?gam.models.
- The parametric part of the model can be penalized. See ?gam.models.
- Smooth term-wise p-values are now much better approximations.
- gamm can now accept nested models.
- Negative binomial models are handled by a new family `negbin' and now work with outer and performance iteration (although the former is slow). See ?negbin.
- Eilers and Marx style P-splines are now one of the built in classes, along with cyclic versions. See ?p.spline.
- There is an adaptive smoother available. See ?adaptive.smooth
- The interface for adding user defined smooths has changed, and is now simpler. See ?smooth.construct.
- For further details see the mgcv ChangeLog on CRAN.