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Re: st: How to make prediction after a spline regression


From   Roger Newson <roger.newson@kcl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to make prediction after a spline regression
Date   Wed, 14 Apr 2004 09:31:41 +0100

At 18:40 13/04/04 -0700, Shige Song wrote:
Dear Roger,

Thanks for the reply. One more thing, is the "noconstant" option in the logistic regression mandatory or optional? I did not include in my xtlogit model, it did not seem to influence the estimate (none of the spline terms was dropped).
The -noconstant- option is mandatory if you want the parameters corresponding to the reference splines to be the odds at the reference point. If you do not have a -noconstant- option, then you should also omit the reference spline corresponding to a reference point inside the completeness range, and the parameters corresponding to the other reference spline will then be odds ratios, comparing the values of the spline at the other reference point to the value of the spline at the ommitted reference point. However, in this case, the value of the spline at the ommitted reference point will be given by the baseline odds parameter _cons, which is usually not printed by Stata.

The best thing to do is probably to use the -noconstant- option with a unit variable. For instance, if the reference splines are cs_1, cs_2, ... , cs_10, and the ommitted reference spline is cs_5, and the binary outcome variable is y, then you can either type

logit y cs_*, or noconst

to estimate parameters corresponding to the odds at the reference points. Alternatively, you can type

gene byte baseline=1
logit y baseline cs_1-cs_4 cs_6-cs_10, or noconst

and the parameter corresponding to the variable baseline will be the value of the odds at the reference point corresponding to cs_5, and the parameters corresponding to cs_1-cs_4 and to cs_6-cs_10 will be odds ratios between the odds at the other reference point and the odds at the ommitted reference point. Note that the ommitted reference point must be in the completeness range of the spline.

I am currently preparing a paper on reference splines for submission to Statistics in Medicine, explaining these issues. I can send you a copy of the current preliminary draft on request.

I hope this helps.

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
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United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
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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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