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How does MARS construct its models?

MARS starts from the premise that most relevant variables affect the outcome in a complex way. Therefore, when MARS considers whether to add a variable, it simultaneously searches for appropriate break points – knots. Models are constructed in a two-phase procedure. Phase I tests variables and potential knots, resulting in an overfit model. Phase II eliminates redundant factors and components that do not stand up to testing.

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Tags: Frequently Asked Questions, FAQs, MARS, SPM

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