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st: Restricted Cubic Spline with Mkspline - test significance of slope


From   SCHOUMAKER Bruno <[email protected]>
To   [email protected]
Subject   st: Restricted Cubic Spline with Mkspline - test significance of slope
Date   Wed, 26 Aug 2009 16:10:36 +0200

Hello,

I am using mkspline to fit restricted cubic splines. I want to estimate the time trend of my dependant variable (using poisson regression). Overall the the fit is very good with usually 2 or 3 knots.

Now, I would like to test if, for some period (eg. from 1971 to 1976), the trend is stable. With linear splines, I would test if the slope is different from zero for some period (between two knots). But I do not see how I could do it with restricted cubic spline. Is there a way to test if the first derivative (the 'slope') of the adjusted trend is significantly different from zero ?

Thanks in advance for you help

Bruno


--
Bruno SCHOUMAKER

Centre de recherche en démographie et sociétés
Université catholique de Louvain
1-17 PLace Montesquieu
1348 Louvain-la-Neuve
BELGIUM

Tel. +32 10 474136
Fax. +32 10 472952

[email protected]
www.uclouvain.be/demo

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