[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Mark Lunt <Mark.Lunt@manchester.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: broken stick (piecewise linear) regression |

Date |
Fri, 01 Feb 2008 14:15:24 +0000 |

Raphael Fraser wrote:

-nl- offers a solution but it is NOT a good one. I have tested it withI have written an ado-file that does broken-stick regression (also referred to as hockey stick regression, which is the name I used for the ado-file. Try

data from the cited paper below and have been found lacking.

Here is one reason why we fit two-line models rather than a smooth curve:

In examining the relationship between two linear metabolic variables,

as a person exercise we can detect the time at which this person

changes form aerobic to anaerobic state (i.e. change in slope). That

point is what we refer to as the changepoint. Here interest lies in

estimating the changepoint.

The Statistician (2001). 50, Part 1, 51-61.

I am a bit disappointed though that Stata is still lagging behind.

net from personalpages.manchester.ac.uk/staff/mark.lunt

then click on "loghockey" to find it.

I've tested it against the data in the paper quoted above and it produces exactly the same results. However, it is only a function to be used with nl.

Hope that is of some help

Mark

*

* For searches and help try:

* http://www.stata.com/support/faqs/res/findit.html

* http://www.stata.com/support/statalist/faq

* http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: broken stick (piecewise linear) regression***From:*Maarten buis <maartenbuis@yahoo.co.uk>

- Prev by Date:
**st: Testing across equations when using prais** - Next by Date:
**Re: st: comparison of OLS and Fixed-effects regression coefficients** - Previous by thread:
**st: Testing across equations when using prais** - Next by thread:
**Re: st: RE: broken stick (piecewise linear) regression** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |