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Re: st: Help: Spline model

From   Maarten buis <>
Subject   Re: st: Help: Spline model
Date   Wed, 18 Jul 2007 18:16:08 +0100 (BST)

--- Anita Sayal <> wrote:
> Could someone pl. offer some basic source to that can
> guide in running a "continuous piecewise regression"
> that allowing regression line to change. Also how do
> you determine where the line might change.

A short and easy text is (Marsh and Lewis-Beck 2001). Typically one
decides the location of the knots (places where the line changes) based
on theory or chooses equally spaced knots or locates knots at certain
quantiles. It is also possible to use -nl- to simultaneously estimate
these locations. The principle behind this is also (briefly) discussed
in (Marsh and Lewis-Beck 2006). However, this is a hard maximazation
problem and when I tried it -nl- often did not converge.

Hope this helps,

Marsh, Lawrence and Michael S. Lewis-Beck (2001), "Spline Regression
Models". Thousand Oaks: Sage.

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

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