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Re: st: spline regression


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: spline regression
Date   Sat, 8 Mar 2008 08:50:35 +0000 (GMT)

--- David Airey <[email protected]> wrote:
> I don't see where yhat1 and yhat2 are created in your example here.

Good catch, I was doubting whether to add the linear spline to the
graph as well, in the end decided to compromise: don't create the
variable but do add it to the graph (ahem). Below is an example that
actually works. 

Thanks,
Maarten

*--------------------- begin example ------------------------
sysuse nlsw88, clear
gen ln_w = ln(wage)
gen black = race == 2 if race < .

mkspline  ten1 10 ten2 = tenure
reg ln_w ten1 ten2 union age black collgrad
est store a

mkspline tens=tenure, cubic nk(3)
reg ln_w tens* union age black collgrad

preserve
sum age if e(sample)
replace age = r(mean)
replace union = 1
replace black = 0
replace collgrad = 1
predict yhat2

est restore a
predict yhat1
 
bys tenure: gen byte mark = _n== 1

twoway line yhat1 yhat2 tenure if mark,  ///
       sort lpattern(shortdash dash)     ///
       legend(order( 1 "linear spline"   ///
                     2 "restricted"      ///
                       "cubic spline" )) ///
       ytitle("predicted income")        
restore
*-------------------- end example -----------------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )

-----------------------------------------
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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