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Re: st: Location of the knots when estimating a spline model


From   Roger Newson <roger.newson@kcl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Location of the knots when estimating a spline model
Date   Wed, 20 Aug 2003 12:05:15 +0100

At 11:08 20/08/03 +0530, Jayesh Kumar wrote (in reply to Weijang):
You may try "bspline".

HTH

-Jayesh Kumar

:Does anyone know how to determine where the knots are when estimating a
:spline model?  Is there any ado file that will find the location of the
:knots?
:
-bspline- is downloadable from SSC (type -ssc desc bspline- to find out more). However, -bspline- only allows the user to choose the knots. It does not choose the knots for the user.

There is no unique "best" way of choosing the knots. Different choices are different for different applications. For instance, if the spline is a function of time, then it is often best to make the knots spaced at particular dates of each year, especially dates where a sudden change is expected.

Best wishes

Roger


--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: roger.newson@kcl.ac.uk
Website: http://www.kcl-phs.org.uk/rogernewson

Opinions expressed are those of the author, not the institution.

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