How it works...

To visualize the fitted regression, we first generate a scatter plot using the dis and nox variables. Then, we generate the sequence of x-axis, and respond y through the use of the predict function on the fitted model, fit. Finally, we use the lines function to add the regression line to the scatter plot.

Besides using the lines to add fitted regression lines on the scatter plot, gam has a plot function to visualize the fitted regression lines containing the confidence region. To shade the confidence region, we assign shade = TRUE within the function.

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