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Re: st: GAM in survey commands


From   "Priscilla Martinez" <priscilla.martinez@medisin.uio.no>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: GAM in survey commands
Date   Thu, 25 Feb 2010 08:01:45 +0100

Really helpful, thank you!

P

> 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:
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>> > *   http://www.ats.ucla.edu/stat/stata/
>>
>>
>> *
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>>
>
>
>
> --
> 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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