Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Penalised splines

From   Maarten buis <>
Subject   Re: st: Penalised splines
Date   Mon, 21 May 2007 11:01:37 +0100 (BST)

--- Adrian Mander wrote:
> Has anyone implemented a penalised cubic spline?

I tried some of that some time ago, and got stuck on the fact that
simple spline terms tend to become highly collinear and these penalized

splines typically require a large number of knots (and thus spline
terms). I could have tried figuring out how B-splines would have fitted
in a penalized spline function, but I didn't. However, an approach that
is similar can be found in (Royston and Sauerbrei 2007)

Hope this helps,

Patrick Royston and Willi Sauerbrei (2007) "Multivariate modeling with
cubic regression splines: A principled approach" The Stata Journal, 
7(1), pp. 45-70.

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

Yahoo! Answers - Got a question? Someone out there knows the answer. Try it
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index