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Re: st: linear and cubic spine regression


From   Mohammed El Faramawi <melfaram@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: linear and cubic spine regression
Date   Sun, 23 Mar 2008 03:40:07 -0700 (PDT)

Thank you very much Maartin, 
Yes why not, please send it. Unfortunately, I have
stata version 9 I do not have version 10. Is there
anyway to use  mkspline in version 9?
--- Maarten buis <maartenbuis@yahoo.co.uk> wrote:

> --- 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/
> -----------------------------------------
> 
> 
>      
>
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