Re: st: Spline regressions and 2sls Estimators

[Ingmar Klugert <ingmar.klugert@uni-rostock.de>]

Thanks a lot!

Maarten buis schrieb:
> --- Ingmar Klugert <ingmar.klugert@uni-rostock.de> 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
>
> -----------------------------------------
> 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
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
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--
Ingmar Klugert
Universit�t Rostock
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E-Mail: ingmar.klugert@uni-rostock.de    


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