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From |
Keith Dear <keith.dear@anu.edu.au> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Mon, 24 Mar 2008 12:27:26 +1100 |

Like Mohammed Faramawi, I am using version 9 and needing cubic splines.

Could someone (Maarten?) please confirm that the following are equivalent:

* version 10

mkspline cub=mpg, cubic knots(15 18 30) // as per Maarten, 09:22 PM

* version 9

splinegen mpg 18, bknots(15 30) basis(cub)

Are they (a) different (b) functionally equivalent (c) numerically identical? I think they should be at least equivalent and perhaps identical, but of course I can't check.

Thanks,

Keith

At 09:57 PM 23/03/2008, you 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/ > > ----------------------------------------- > > > > > > > > > ___________________________________________________________ > > > > 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/ > > > > > > > ____________________________________________________________________________________ > Never miss a thing. Make Yahoo your home page. > http://www.yahoo.com/r/hs > * > * 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/ > ----------------------------------------- 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/

Dr Keith B.G. Dear Senior Fellow in Biostatistics National Centre for Epidemiology and Population Health Australian National University Canberra, ACT 0200, Australia Tel: 02 612 54865, Fax: 02 612 50740 http://nceph.anu.edu.au/Staff_Students/staff_pages/dear.php CRICOS provider #00120C http://canberragliding.org/ * * 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:*Maarten buis <maartenbuis@yahoo.co.uk>

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

**Re: st: linear and cubic spine regression***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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