Actuarial Notes

CAS Exam MAS-I Spring 2019, Question 40

Study guide: Exam MAS-I

You are fitting a model to predict the height of an adult male using shoe size as a predictor. You have a sample size of 200.

Determine which one of the following model forms will both have a discontinuity in the fitted curve and most likely overfit the data.

  • A) Piecewise cubic with two knots
  • B) Piecewise linear with two knots
  • C) Cubic spline with one knot
  • D) Natural cubic spline with two knots
  • E) Smoothing spline with 10 degrees of freedom

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