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Re: st: -rcspline- available on SSC


From   "Ben Jann" <ben.jann@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -rcspline- available on SSC
Date   Thu, 25 Oct 2007 10:23:57 +0200

Nice tool, thanks Nick. But does anyone have an idea why -mkspline-
only allows -fweights- and not, say, -aweights-? I cannot see much
reason for such a restriction.

ben

On 10/24/07, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> Thanks to the busy Bostonian Kit Baum, a new -rcspline- package is now
> downloadable from SSC. Stata 10 is required. Use -ssc- to install.
>
> -rcspline- was pre-announced as far back as 18 July 2007, when I said
> what is below. -rcspline- is much, much less of a big deal than (say)
> Patrick Royston's -mvrs- (on which use -search-), but I use it a lot to
> look at bivariate relationships.
>
> I've recently updated the 12 programs in the -modeldiag- package
> published in 2004. Where appropriate, commands now also have restricted
> cubic spline options too, although as implied Stata 10 is needed for
> those options to work. The update will be released through the SJ.
>
> Nick
> n.j.cox@durham.ac.uk
>
> ------------------------------------------- 18 July 2007
> [...] note that Stata 10 has added restricted cubic splines to
> -mkspline-, following some able advocacy from Bill Dupont and Frank
> Harrell. There hasn't been much publicity about this, but in my view
> it is a very welcome addition.
>
> The technique is nicely written up in Frank's book [Regression modelling
> strategies, Springer, NY, 2001].
>
> I have played around with several examples and written
> a wrapper program -rcspline- that calls up -mkspline-,
> generating the splines as temporary variables, runs the regression and
> then plots response, smoothed response, and predictor. Various options
> allow tweaking of number and positions of knots, display of confidence
> intervals, and so on. Only the tedious job of writing a help file
> remains.
>
> I have found that the default number and positions of knots usually
> work very well. The result is quick and _much_ faster than -lowess-.
> Also, the default of -lowess- can leave small blips and burps without
> scientific or practical meaning.
> Being able to get out confidence intervals is naturally a bonus too.
> It is also easier to use than -lpoly-.
>
>
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