# Natural splines degrees of freedom

I am reading ISL and found that fitting a cubic spline with $$K$$ knots uses $$K+4$$ degrees of freedom, since it estimates $$K+4$$ regression coefficients (p.273). However, in ESL they say that a natural cubic spline with $$K$$ knots is represented by $$K$$ basis functions (p.145), however according to ISL (p.275) these are $$K+1$$ degrees of freedom. My understanding is that since it requires fitting $$K$$ basis functions (the first of which is the intercept) it should also use $$K$$ degrees of freedom. What am I missing here?

• Did you read the footnote on page 275 of ISLR? Oct 3, 2020 at 23:46
• I did yes, and it does make sense. But if you think of the $K$ final basis functions that you fit (with no additional constraints), I do not see where that extra parameter comes from. Oct 4, 2020 at 0:01

$$K$$ is then number of knots, including the exterior knots (beyond which the natural splines are constrained to be linear). The example on pages 274-5 of ISLR puts three knots on the 25th, 50th, and 75th percentiles, but also two more knots on the boundaries of the data. [This was not explicitly explained in the body of the text, but it was mentioned in the footnote; you can also infer this based on the fact that the left panel of Figure 7.5 is not linear below the 25th percentile or above the 75th percentile.] So in that example, $$K=5$$, not $$3$$. The footnote then goes on to say that this "results in $$9-4=5$$ degrees of freedom" which equals $$K$$ and does not contradict ESL. (I am not sure why the last sentence of the footnote concludes with $$4$$; for some reason they removed the degree of freedom corresponding to the intercept, which contradicts the convention they used when counting $$K+4$$ degrees of freedom in the previous section on cubic splines.)
$$K$$ counts all knots, including the two boundary knots. If you insist on counting interior knots, perhaps it would help make the distinction clearer by introducing the notation $$K_{\text{interior}} = K-2$$. The claim then is a natural spline with $$K$$ knots (or $$K_{\text{interior}} = K-2$$ interior knots) has $$K = K_{\text{interior}}+2$$ degrees of freedom. This is what ESL claims; the example in ISL has $$K=5$$ and the footnote states "this results in $$5$$ degrees of freedom." There is no "$$K+1$$" in ISL; if anything, that example is somehow resulting in $$K-1$$ because they inexplicably throw away the intercept degree of freedom.
• Thanks. Part of my confusion came from the change in convention you mentioned. But also one point remains: if $K$ interior knots require $K+1$ degrees of freedom but only fit $K$ parameters, where is that extra parameter coming from? Oct 4, 2020 at 8:44