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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 07:08:41 -0700 (PDT)

Thank you very much Maartin
--- Maarten buis <maartenbuis@yahoo.co.uk> wrote:

> Unfortunately, the program I am writing is for Stata
> 10 
> only. However, you can create restricted cubic
> splines 
> in Stata 9 using the -splinegen- program, which is
> part 
> of Patrick Royston's -mvrs- package, see: -findit
> mvrs-.
> 
> Hope this helps,
> Maarten
> 
> --- Mohammed El Faramawi <melfaram@yahoo.com> wrote:
> 
> > 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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> > >
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> > > 
> > 
> > 
> > 
> >      
> >
>
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> 
> 
> -----------------------------------------
> 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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> *  
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> 



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