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From |
keith Farnsworth <k.farnsworth@qub.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: broken stick (piecewise linear) regression |

Date |
Tue, 24 May 2005 14:32:07 +0100 |

Thanks for your helpful suggestions Maarten,

Actually my main concern *is* with finding the location of the one knot. I could provide a guess to start things off, but need to know the best fit location.

I am not interested in any old flexible line, the model is following a theoretical constraint - it has to be two straight lines. Where they intersect is an important parameter which we will then (having estimated it) feed into another model. As I understand it mkspline does not handle such a problem, but your use of nl may do.

On Tuesday, May 24, 2005, at 13:36 Europe/Dublin, Maarten Buis wrote:

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

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**References**:**RE: st: RE: broken stick (piecewise linear) regression***From:*"Maarten Buis" <M.Buis@fsw.vu.nl>

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