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st: fracpol basic question


From   "mai mai" <[email protected]>
To   [email protected]
Subject   st: fracpol basic question
Date   Sun, 16 Dec 2007 23:25:08 -0500

Hi,
I have couple of question on Fracpol, I tried finding answers through
help and the internet but unsuccessful. The results of my model are
posted below.

1) How acceptable is the use of fractional polynomial in the
literature. Is it considered data mining?

2) What is the structure of the best relation?
Is it: y=b0 + b1 X^-.5 + X^-.5*ln(X)    ?

3) Why is  X = (dist+2.860107421875)/1000)? why the addition of 2.8
and division by 1000?

4) What is the exact meaning of deviance? Is lower (more negative)
better or worst?

. fracpoly reg  b dist, adjust (no) compare
........
-> gen double Idist__1 = X^-.5 if e(sample)
-> gen double Idist__2 = X^-.5*ln(X) if e(sample)
   (where: X = (dist+2.860107421875)/1000)

      Source |       SS       df       MS              Number of obs =      57
-------------+------------------------------           F(  2,    54) =    3.45
       Model |  .014450698     2  .007225349           Prob > F      =  0.0390
    Residual |  .113204826    54  .002096386           R-squared     =  0.1132
-------------+------------------------------           Adj R-squared =  0.0804
       Total |  .127655524    56  .002279563           Root MSE      =  .04579

------------------------------------------------------------------------------
  y          |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
    Idist__1 |     .04901   .0190668     2.57   0.013     .0107834    .0872366
    Idist__2 |    .007933   .0031175     2.54   0.014     .0016829    .0141832
       _cons |  -.0443816   .0171458    -2.59   0.012    -.0787569   -.0100063
------------------------------------------------------------------------------
Deviance:  -192.87. Best powers of distance among 44 models fit: -.5 -.5.

Fractional polynomial model comparisons:
------------------------------------------------------------------------------
dist                 df       Deviance      Res. SD   Dev. dif.  P [*]  Powers
------------------------------------------------------------------------------
Not in model      0       -186.025      .047745     6.848    0.174
Linear            1       -188.380      .047192     4.492    0.247  1
m = 1             2       -189.268      .046825     3.604    0.193  .5
m = 2             4       -192.873      .045786        --       --  -.5 -.5
------------------------------------------------------------------------------
[*] P-value from deviance difference comparing reported model with m = 2 model


Many thanks for your help
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