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Re: st: Spline regressions and 2sls Estimators

From   Maarten buis <>
Subject   Re: st: Spline regressions and 2sls Estimators
Date   Tue, 14 Aug 2007 11:50:05 +0100 (BST)

--- Ingmar Klugert <> wrote:
> I am looking for a possibility to combine 2sls and 3sls with spline 
> regressions in Stata so:
> Is there any algebraic possibility to combine 2sls/3sls with spline 
> regression?
> Is that already implemented in Stata (I have not found that)?
> If it is not implemented where can I get the tool from?

Yes it is possible. Mechanicaly, spline regression is not anything
special, it just means you don't add the explanatory variable of
interest itself but a series of variables that are a function of the
variable of interest. In that sense it is no different from adding the
variable and the variable squared (call that polynomial regression) or
break the variable up and add dummies (call that dummy regression). The
trick is how to create those new variables. In Stata you have the
-mkspline- command, and as of Stata 10 this also allows you to generate
restricted cubic splines. 

Hope this helps,

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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