I'm working through Introduction to Statistical Learning and came upon this:

One can show that adding a term of the form $ beta_4h(x,xi)$ to the model (7.8) $$y_i = beta_0 + beta_1x_i + beta_2x_i^2 + beta_3x_i^3 + epsilon_i$$ for a cubic polynomial will lead to a discontinuity in only the third derivative at ξ; the function will remain continuous, with continuous ﬁrst and second derivatives, at each of the knots.

How can one show this? Why is this the case?

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#### Best Answer

It's because that's the basis representation of a spline. A higher degree spline actually increases the smoothness of the curve at the risk of having less dramatic directional changes (with the extreme being piecewise linear). The basis representation for a third-order spline with, say, a breakpoint at 5 is equivalent to

$$ left[ begin{array}{cccc} 0 & 0 & 0 & 0 \ 1 & 1 & 1 & 0 \ 2 & 4 & 8 & 0 \ 3 & 9 & 27 & 0 \ 4 & 16 & 64 & 0 \ 5 & 25 & 126 & 0 \ 6 & 36 & 216 & 1 \ 7 & 49 & 343 & 8 \ 8 & 64 & 512 & 27 \ 9 & 81 & 729 & 64 \ 10 & 100 & 100 & 126 \ end{array}right] $$

The first column is the linear term, the second column is the quadratic term, the third column is the ordinal cubic term, the fourth column is the breakpoint which is 0 for all values less than the breakpoint and amounts to $(x – 5)^3$ for all positive values.

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