Re: st: piece-wise logistic regression

[Bruno Schoumaker <bruno.schoumaker@uclouvain.be>]

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
1/17 Place Montesquieu
1348 Louvain-la-Neuve (Belgium)
Tel. 32 10 474136
bureau a191

bruno.schoumaker@uclouvain.be

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