Flexible modelling using basis expansions (Chapter 5) Linear ...

Regression splines◮ Constraints on derivatives can be incorporated into thebasis: {1, X, X 2 , X 3 , (X − ξ 1 ) 3 + , . . . , (X − ξ k) 3 + } thetruncated power basis◮ procedure: choose number (K ) and placement of knotsξ 1 , . . . ξ K◮ construct X matrix using truncated power basis set◮ run linear regression with ?? degrees of freedom◮ Example: heart failure data from Chapter 4 (462observations, 10 covariates): , 4