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Re: st: piece-wise logistic regression


From   Bruno Schoumaker <bruno.schoumaker@uclouvain.be>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: piece-wise logistic regression
Date   Thu, 29 Apr 2010 09:57:04 +0200

There is a nice little sage book (quantiative applications in the social sciences) by Marsh and Cormier on spline regression. It notably explains how stepwise regression can be used to determine the number of knots and their location. Not foolproof, but very useful when no clear idea about the number and location of knots.
Bruno


Le 28/04/2010 9:09, Michael Norman Mitchell a écrit :
Dear Jason

I actually wrote that FAQ. You sure can use that exact same approach with a binary outcome. This technique is described using logistic regression in an article from the Stata Technical Bulletin, sg24, see

http://www.stata.com/products/stb/journals/stb18.pdf

As the article describes, it is hard to determine the best place to select the "knot" (or as you call it, the kick), where the slope changes. Ideally, the "knot" would be selected based on theory or past evidence, but sometimes we do not live in an ideal world.

I hope that helps,

Michael N. Mitchell
See the Stata tidbit of the week at...
http://www.MichaelNormanMitchell.com

On 2010-04-28 12.02 AM, Jason Ferris wrote:
I have been reading on piecewise regression in stata from
www.ats.ucla.edu/stat/stata/faq/piecewise.htm

I am interested in approaching some analysis where the outcome is binary
and the predictor is continuous.  A lowess curve of the data seems to
indicate a kick in my data with a positive slope between 1 and 10 and a
negative slope from 10 to 80.

Can I use the same approach mentioned in the website above for logistic
piecewise regression?

Jason





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Bruno Schoumaker
Institut de démographie
Universite catholique de Louvain
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bruno.schoumaker@uclouvain.be

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