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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Polynomial Fitting and RD Design |

Date |
Thu, 1 Sep 2011 11:24:20 +0200 |

On Thu, Sep 1, 2011 at 10:31 AM, Nick Cox wrote: > Sure, but that still leaves the non-numeric issues. I guess the main > issue is just reproducing behaviour with smooth curves, but what > arguments justify any kind of quartic here? No disagreement with you on that point. Actually I think that such high degree polynomial is rather dangerous for this purpose as these curves tend to move rather wildly away from the data at the extreme ends of the curve, and in these models the break is such an extreme end. As a consequence the break dummy may just capture this misfit to the data rather than a real break. Patrick may want to consider a fractional polynomial model instead. Below is an example on how to estimate both models, the graph shows that the quartic curve does show that wild behavior at the break, and the fractional polynomial model shows that that is due to overfitting the curve as in this case two linear curves will do just fine. *--------------- begin example ----------------- sysuse uslifeexp, clear drop if year == 1918 // Spanish flu pandemic gen cyear = year - 1950 // center at break // 4th degree polynomial orthpoly cyear , gen(oyear*) degree(4) gen D = cyear > 0 if year < . forvalues i = 1/4 { gen oyear`i'l = (1-D)*oyear`i' } forvalues i = 1/4 { gen oyear`i'r = D*oyear`i' } // fit model reg le oyear?? D // predict outcome predict pol // fractional polynomial gen cyearl = (1-D)*cyear gen cyearr = D*cyear // fit model mfp, df(8) : reg le cyearl cyearr D // predict outcome predict mfp // Graph the models twoway line le pol mfp year, /// xline(1950) /// lstyle(solid solid solid) /// lcolor(black red blue) /// legend(order( 1 "data" /// 2 "quartic" /// 3 "fractional" /// "polynomial" )) *---------------- end example ------------------ (For more on examples I sent to the Statalist see: http://www.maartenbuis.nl/example_faq ) Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

**Follow-Ups**:**Re: st: Polynomial Fitting and RD Design***From:*Austin Nichols <austinnichols@gmail.com>

**st: Integer values in Stata***From:*Tim Evans <Tim.Evans@wmciu.nhs.uk>

**Re: st: Polynomial Fitting and RD Design***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**Re: st: Polynomial Fitting and RD Design***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Polynomial Fitting and RD Design***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Polynomial Fitting and RD Design***From:*Nick Cox <njcoxstata@gmail.com>

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