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From |
Mohammed El Faramawi <[email protected]> |

To |
[email protected] |

Subject |
Re: st: linear and cubic spine regression |

Date |
Sun, 23 Mar 2008 07:08:41 -0700 (PDT) |

Thank you very much Maartin --- Maarten buis <[email protected]> wrote: > Unfortunately, the program I am writing is for Stata > 10 > only. However, you can create restricted cubic > splines > in Stata 9 using the -splinegen- program, which is > part > of Patrick Royston's -mvrs- package, see: -findit > mvrs-. > > Hope this helps, > Maarten > > --- Mohammed El Faramawi <[email protected]> wrote: > > > Thank you very much Maartin, > > Yes why not, please send it. Unfortunately, I have > > stata version 9 I do not have version 10. Is there > > anyway to use mkspline in version 9? > > --- Maarten buis <[email protected]> wrote: > > > > > --- Mohammed El Faramawi <[email protected]> > wrote: > > > > I have a question about cubic spline > regression > > > and > > > > linear spline regressionv. I would like to > know > > > what > > > > are the differences between them? I will be > very > > > > grateful if someone explains the difference > > > between > > > > them particularly when I should use linear > spline > > > > regression and when should i use cubic spline > > > > regression? If someone has online materials > about > > > this > > > > subject, this will be great. > > > > > > In Stata 10 -mkspline- has the ability of > creating a > > > restricted cubic > > > spline. This is not the same as a cubic spline: > it > > > restricts the line > > > to be linear before the first knot and after the > > > last knot, between the > > > first and the last knot, the curve is a cubic > > > spline. This has the > > > advantage of being more stable. > > > > > > The difference between the restricted cubic > spline > > > and the linear > > > spline is best explained using a graph: > > > > > > *--------------- begin example > ------------------- > > > sysuse auto, clear > > > > > > mkspline lin1 18 lin2 =mpg > > > reg price lin1 lin2 > > > predict yhatlin > > > > > > mkspline cub=mpg, cubic knots(15 18 30) > > > reg price cub1 cub2 > > > predict yhatcub > > > twoway scatter price mpg || /// > > > line yhatlin yhatcub mpg, sort /// > > > legend(order( 1 /// > > > 2 "linear spline" /// > > > 3 "restricted" /// > > > "cubic spline")) > > > *------------- 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 ) > > > > > > The cubic spline is more smooth, while the > linear > > > spline changes very > > > abrubtly at the knot (mpg=18). The linear spline > > > looks a bit awkward, > > > but it has the advantage of being able to easily > > > read the effect of > > > price in the regression table: before mpg=18 a > unit > > > change in mpg led > > > to a decrease in price approx. 1200 dollars, > while > > > after mpg=18 a unit > > > increase in mpg led to a decrease in price of > > > approx. 60 dollars. > > > > > > I am working on a program that shows the effect > of > > > mpg in a restricted > > > cubic spline. If you are interested I am willing > to > > > sent a pre-release > > > to you privately. > > > > > > 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/ > > > ----------------------------------------- > > > > > > > > > > > > > > > ___________________________________________________________ > > > > > > Rise to the challenge for Sport Relief with > Yahoo! > > > For Good > > > > > > http://uk.promotions.yahoo.com/forgood/ > > > * > > > * For searches and help try: > > > * > > > > http://www.stata.com/support/faqs/res/findit.html > > > * http://www.stata.com/support/statalist/faq > > > * http://www.ats.ucla.edu/stat/stata/ > > > > > > > > > > > > > > ____________________________________________________________________________________ > > Never miss a thing. Make Yahoo your home page. > > http://www.yahoo.com/r/hs > > * > > * For searches and help try: > > * > http://www.stata.com/support/faqs/res/findit.html > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > > > ----------------------------------------- > 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/ > ----------------------------------------- > > > > ___________________________________________________________ > > Rise to the challenge for Sport Relief with Yahoo! > For Good > > http://uk.promotions.yahoo.com/forgood/ > * > * For searches and help try: > * > http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > ____________________________________________________________________________________ Be a better friend, newshound, and know-it-all with Yahoo! Mobile. Try it now. http://mobile.yahoo.com/;_ylt=Ahu06i62sR8HDtDypao8Wcj9tAcJ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: linear and cubic spine regression***From:*Maarten buis <[email protected]>

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