I'm fitting GAMs to avian survey data and have a mix of smooth (thin plate regression splines) and parametric terms in my models. I know about the integrated term selection available in mgcv via select = TRUE or bs = 'ts', but the only examples i can find of this approach is when all terms in the model were smooths. As far as i can tell, this extra penalty approach does not do anything with parametric terms, and so this seems like not the right approach when there is a mix of terms present (since parametric terms will be inherently favored due to their lack of penalty). At the same time, the reverse stepwise approach via estimated p values also seems a bit dicey, cause again, from my reading (eg. ANOVA table (and its interpretation) for a single GAM model), the estimation of the p values is not equivalent for smooths and parametric terms.
Any advice here?