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st: New -pspline- package available from SSC: penalized spline scatterplot smoother


From   "Ben Jann" <ben.jann@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: New -pspline- package available from SSC: penalized spline scatterplot smoother
Date   Tue, 21 Oct 2008 14:14:18 +0200

Thanks to Kit Baum, a new package called -pspline- (authored by
Roberto G. Gutierrez and me) is available from SSC.

-pspline- uses -xtmixed- to fit a penalized spline regression as
discussed in Ruppert et al. (2003) and plots the smoothed function.
Additional covariates can be taken into account to adjust the smooth
and plot partial residuals.

-pspline- is an "automatic" smoother in that the optimal amount of
smoothing is determined from the data by (restricted) maximum
likelihood estimation.

To install the package, type

 . ssc install pspline

ben
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