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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: linear and cubic spine regression |

Date |
Sun, 23 Mar 2008 10:22:54 +0000 (GMT) |

--- Mohammed El Faramawi <melfaram@yahoo.com> wrote: > I have a question about cubic spline regression and > linear spline regressionv. I would like to know what > are the differences between them? I will be very > grateful if someone explains the difference between > them particularly when I should use linear spline > regression and when should i use cubic spline > regression? If someone has online materials about this > subject, this will be great. In Stata 10 -mkspline- has the ability of creating a restricted cubic spline. This is not the same as a cubic spline: it restricts the line to be linear before the first knot and after the last knot, between the first and the last knot, the curve is a cubic spline. This has the advantage of being more stable. The difference between the restricted cubic spline and the linear spline is best explained using a graph: *--------------- begin example ------------------- sysuse auto, clear mkspline lin1 18 lin2 =mpg reg price lin1 lin2 predict yhatlin mkspline cub=mpg, cubic knots(15 18 30) reg price cub1 cub2 predict yhatcub twoway scatter price mpg || /// line yhatlin yhatcub mpg, sort /// legend(order( 1 /// 2 "linear spline" /// 3 "restricted" /// "cubic spline")) *------------- end example ------------------- (For more on how to use examples I sent to the Statalist, see http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html ) The cubic spline is more smooth, while the linear spline changes very abrubtly at the knot (mpg=18). The linear spline looks a bit awkward, but it has the advantage of being able to easily read the effect of price in the regression table: before mpg=18 a unit change in mpg led to a decrease in price approx. 1200 dollars, while after mpg=18 a unit increase in mpg led to a decrease in price of approx. 60 dollars. I am working on a program that shows the effect of mpg in a restricted cubic spline. If you are interested I am willing to sent a pre-release to you privately. Hope this helps, Maarten ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- ___________________________________________________________ Rise to the challenge for Sport Relief with Yahoo! For Good http://uk.promotions.yahoo.com/forgood/ * * 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: linear and cubic spine regression***From:*Mohammed El Faramawi <melfaram@yahoo.com>

**References**:**st: linear and cubic spine regression***From:*Mohammed El Faramawi <melfaram@yahoo.com>

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