--- 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
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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