--- 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,
Maarten
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
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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