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st: RE: median cubic spline assumptions


From   David Airey <[email protected]>
To   [email protected]
Subject   st: RE: median cubic spline assumptions
Date   Sat, 4 Feb 2006 10:20:35 -0600

.

Bill Dupont recently added another .ado to do this (RC_SPLINE). A few others are to be found, but I like Bill's. You can use these in regression models to flexibly investigate (and test) linear and nonlinear relations. See Frank Harrell's text "Regression Modeling Strategies" text on the topic. I think you can choose your knot placement manually if you have slight gaps, rather than default knots.


Hello statalisters,

A statistics question, not really Stata related:

In a recent paper, I used median cubic splines to graphically explore
non-linearity in the relationship between two continuous variables.
The independent variable, although continuous, was slightly clustered
and as a result there were some gaps where no data were available. The
reviewer said that because of this, the median cubic spline is not
appropriate beacuse it is adapted from time series approaches and
requires equidistant data of equal weight for meaningful
interpretation. I did not find this prerequisite for this approach in
any of my references, or in the Stata documentation. Has anyone else
encountered this issue? Is the median cubic spline transformation only
appropriate when responses are equidistant?
Thanks for any insights, Tim
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