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st: re: spline model


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: spline model
Date   Wed, 18 Jul 2007 23:11:28 -0400

Anita said

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.


There is an example of that technique (with a figure) in the book cited below, Section 7.4.1.
Even if you don't have access to the book, you can download the do- files and datasets used in the examples from

http://stata-press.com/data/imeus.html

Look at the chapter 7 do-files.

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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