SCAB34S SPLINES:
Multiple Adaptive Regression Splines

Multivariate Adaptive Regression Spline (MARSPLINE) modeling and estimation is provided by the B34S® ProSeries Econometric System and SCAB34S SPLINES software products. SCA WorkBench provides the user interface to shell a MARSPLINE modeling and validation environment in the B34S program suite.

The WorkBench product is a companion to the SCA Statistical System and SCAB34S software, providing a graphical user interface for several applications including MARSPLINE modeling for cross sectional data, MARSPLINE-Probit modeling for ordered data, and TSMARS (or ASTAR) for time series data. Within the context of MARSPLINE and TSMARS model validation, the predictive performance of these models may be validated by comparing the in-sample and out-of-sample predictive values to linear regression models using OLS, MINIMAX, or L1 estimation methods. Within the context of MARSPLINE-Probit model validation, the predictive performance of these models may be validated by viewing the Confusion Matrices and Lift-Gains between the MARSPLINE-Probit model and an OLS, Probit, or Logistic model.

• Overview of MARSPLINE Modeling Environment
• Examples of MARSPLINE Modeling