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RE: st: RE: broken stick (piecewise linear) regression


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: broken stick (piecewise linear) regression
Date   Tue, 24 May 2005 14:36:06 +0200

Dear Keith
My post would do what you want, but normal spline regression is far far far more stable. So Nick was right (as usual) in pointing you to -mkspline-. I would only use -nl- if the location of the knot were my primary interest. I would still prefer to use somewhat plausible locations (like equally spaced knots) rather than -nl-, even if I did not know the exact location, if the exact locations of the knots are not of substantial interest (as is usually the case). If you just want to fit a flexible line through your data you could have a look at -locpoly-.
Hope this helps,
Maarten

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of keith Farnsworth
Sent: dinsdag 24 mei 2005 14:13
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: broken stick (piecewise linear) regression

Thanks, Nick, but I looked at mkspline before and realised that it
specifically requires the knot point, whereas the problem I have,
addressed by Bacon and Watts, is to find the best fit knot point i.e -
estimating the transition between two intersecting straight lines.
Unless there is something you can do with mkspline that is not in the
documentation, I don't see that it can fit the knot.

Any other idea?


Keith.

On Tuesday, May 24, 2005, at 12:55 Europe/Dublin, Nick Cox wrote:

> . search mkspline
>
> should help. See both entries.
>
> Nick
> n.j.cox@durham.ac.uk
>
> keith Farnsworth
>
>> I intend to fit a broken stick model following Bacon and Watts
>> "Estimating the transition between two intersecting straight lines",
>> Biometrika 1971. I have seen code for this to use the S or R
>> package's
>> nls, which I suspect uses maximum likelihood (but not sure) [see
>> http://www.biostat.wustl.edu/archives/html/s-news/2000-04/
>> msg00215.html].
>>
>> I am not an S user, I am a Stata enthusiast!
>> However, I found no reference to this kind of model in Stata
>> searches.
>> I hope someone with more experience than me can explain how
>> Stata will
>> implement the Bacon and Watts model.
>
> *
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>
>
Dr Keith Farnsworth
Lecturer in Mathematical and Behavioural Ecology
Queens University Belfast

Medical Biology Centre
97 Lisburn Road
Belfast BT9 7BL
Northern Ireland
phone +44 (0)2890 272352
fax       +44 (0)2890 236505

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