[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Knot optimized logistic regression

From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Knot optimized logistic regression
Date   Thu, 28 Jan 2010 21:32:22 +0000 (GMT)

--- On Thu, 28/1/10, Dan MacNulty wrote:
> Can STATA estimate a logistic spline regression model in
> which the knot is treated as unknown and estimated as a
> parameter? If so, I'd be very grateful if someone could
> point me in the right direction.

I doubt any software can. This is a very tough estimation 
problem even if you have continuous dependent variable. 
With a dichotomous dependend variables there is much less
information present in your data about the shape the 
association between your dependent and independent 
variable. I had a quick stab at doing this in -ml-, but
I was not surprised to find that these models just don't
converge, even with good starting values. So I don't 
think that this is a software problem, but rather that 
this is a data problem: there is just not enough information
in data with a dichotomous dependent variables on the 
shape of the relationship to reliably estimate this type
of model.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index