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st: Windorization


From   "gary tian" <[email protected]>
To   <[email protected]>
Subject   st: Windorization
Date   Sat, 19 Jun 2004 10:36:33 +1000

Dear All, could any one let me know if there is any program for doing winsorization of time series data? Thanks. Gary

-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Shige
Sent: Saturday, 19 June 2004 9:55 AM
To: [email protected]
Subject: st: Interaction between two splines?


Dear All,

I am doing a discrete time hazard model. I have two continuous variables  
whose functional forms are not knwon. Linear spline seems to be a good  
choice to check the functional form. Now I also want to include their  
interaction terms, can I multiply the two splines like multiplying two  
sets of dummy variables? I don't remember have read anywhere about how to  
interprete spline interactions. Thanks!

Shige Song
Department of Sociology, UCLA
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