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Re: st: GAM in survey commands


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: GAM in survey commands
Date   Wed, 24 Feb 2010 15:00:48 -0600

My thinking about GAM is that (in the linear regression case) you represent
the relation between y and x as

y = sum over k of beta_k f_k(x) + error

where f_k are the basis functions. In the early days of regression, powers
of x were popular, but they have obvious problems at the edges. More typical
modern examples are splines. My favorite class of the basis functions are
B-splines which are smooth piecewise cubic functions that looks like bumps
centered at some points of interest (typically on a grid over the x axis).
Type -findit spline- to get a few ideas; I had my own toy routine to create
B-splines, a more official-looking one was written by Roger Newson, and I
think Stata 11 has something about splines although I have not looked into
that.

On Wed, Feb 24, 2010 at 2:10 PM, Priscilla Martinez <
priscilla.martinez@medisin.uio.no> wrote:

> Thanks Stas. I'm fairly new to stata, so I'm not entirely sure what you
> mean by "basis functions", but gather that they are functions that modify
> the relationship between y and x. Do you know where I could find any
> examples of such?
>
> thx,
> P
>
> > On Wed, Feb 24, 2010 at 6:56 AM, Priscilla Martinez <
> > priscilla.martinez@medisin.uio.no> wrote:
> >
> >> I'm working on a complex survey sample and want to confirm that running
> >> a
> >> generalized additive model is not feasible with survey commands? I've
> >> done
> >> numerous searches and it seems so, but I want to make sure I'm not
> >> missing
> >> something.
> >>
> >
> > Depends on how you approach it. If you are using a 10-year old -gam-
> > command
> > by Patrick Royston, then the answer is no. If you produce your own basis
> > functions and plug them into -regress- or -glm-, then of course that
> works
> > fine with -svy- prefix.
> >
> > --
> > Stas Kolenikov, also found at http://stas.kolenikov.name
> > Small print: I use this email account for mailing lists only.
> >
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/help.cgi?search
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


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