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Re: Help Pls! st: fracpol basic question


From   "Tim Wade" <wadetj@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Help Pls! st: fracpol basic question
Date   Tue, 18 Dec 2007 13:36:21 -0500

mai mai,

references for fracpoly cited in the stata manual are:

Royston and Altman 1994 Applied Statistics 43: 429-467 as well as
several references in the Stata Bulletin. Maybe these can help you.
If you do a search on fractional polynomial regression in pubmed or
google scholar you will find other relevant publications. I do not
consider it "data mining", but an approach to explore non linear
relationships.

Good luck, Tim

On 12/18/07, mai mai <mai7777@gmail.com> wrote:
> Hi,
> I have couple of questions on Fracpol, I tried finding answers through
> help and the internet but was unsuccessful. The results of my model are
> posted below.
>
> 1) How acceptable is the use of fractional polynomial in the
> literature. Is it considered data mining?
>
> 2) What is the structure of the best relation?
> Is it: y=b0 + b1 X^-.5 + X^-.5*ln(X)    ?
>
> 3) Why is  X = (dist+2.860107421875)/1000)? why the addition of 2.8
> and division by 1000?
>
> 4) What is the exact meaning of deviance? Is lower (more negative)
> better or worst?
>
> . fracpoly reg  b dist, adjust (no) compare
> ........
> -> gen double Idist__1 = X^-.5 if e(sample)
> -> gen double Idist__2 = X^-.5*ln(X) if e(sample)
>  (where: X = (dist+2.860107421875)/1000)
>
>     Source |       SS       df       MS              Number of obs =      57
> -------------+------------------------------           F(  2,    54) =    3.45
>      Model |  .014450698     2  .007225349           Prob > F      =  0.0390
>   Residual |  .113204826    54  .002096386           R-squared     =  0.1132
> -------------+------------------------------           Adj R-squared =  0.0804
>      Total |  .127655524    56  .002279563           Root MSE      =  .04579
>
> ------------------------------------------------------------------------------
>  y          |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>   Idist__1 |     .04901   .0190668     2.57   0.013     .0107834    .0872366
>   Idist__2 |    .007933   .0031175     2.54   0.014     .0016829    .0141832
>      _cons |  -.0443816   .0171458    -2.59   0.012    -.0787569   -.0100063
> ------------------------------------------------------------------------------
> Deviance:  -192.87. Best powers of distance among 44 models fit: -.5 -.5.
>
> Fractional polynomial model comparisons:
> ------------------------------------------------------------------------------
> dist                 df       Deviance      Res. SD   Dev. dif.  P [*]  Powers
> ------------------------------------------------------------------------------
> Not in model      0       -186.025      .047745     6.848    0.174
> Linear            1       -188.380      .047192     4.492    0.247  1
> m = 1             2       -189.268      .046825     3.604    0.193  .5
> m = 2             4       -192.873      .045786        --       --  -.5 -.5
> ------------------------------------------------------------------------------
> [*] P-value from deviance difference comparing reported model with m = 2 model
>
>
> Many thanks for your help
> *
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