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st: RE: re: spline model


From   "Dupont, William" <william.dupont@Vanderbilt.Edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: re: spline model
Date   Fri, 20 Jul 2007 16:47:30 -0500

See also http://www.stata.com/meeting/4nasug/RCsplines.pdf for an
introduction to restricted cubic splines.  The new version of mkspline
in Stata version 10 may be used to calculate these spline covariates.

Bill Dupont

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Kit Baum
Sent: Wednesday, July 18, 2007 10:11 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: re: spline model

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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