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From |
"Priscilla Martinez" <priscilla.martinez@medisin.uio.no> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: GAM in survey commands |

Date |
Thu, 25 Feb 2010 08:01:45 +0100 |

Really helpful, thank you! P > My thinking about GAM is that (in the linear regression case) you > represent > the relation between y and x as > > y = sum over k of beta_k f_k(x) + error > > where f_k are the basis functions. In the early days of regression, powers > of x were popular, but they have obvious problems at the edges. More > typical > modern examples are splines. My favorite class of the basis functions are > B-splines which are smooth piecewise cubic functions that looks like bumps > centered at some points of interest (typically on a grid over the x axis). > Type -findit spline- to get a few ideas; I had my own toy routine to > create > B-splines, a more official-looking one was written by Roger Newson, and I > think Stata 11 has something about splines although I have not looked into > that. > > On Wed, Feb 24, 2010 at 2:10 PM, Priscilla Martinez < > priscilla.martinez@medisin.uio.no> wrote: > >> Thanks Stas. I'm fairly new to stata, so I'm not entirely sure what you >> mean by "basis functions", but gather that they are functions that >> modify >> the relationship between y and x. Do you know where I could find any >> examples of such? >> >> thx, >> P >> >> > On Wed, Feb 24, 2010 at 6:56 AM, Priscilla Martinez < >> > priscilla.martinez@medisin.uio.no> wrote: >> > >> >> I'm working on a complex survey sample and want to confirm that >> running >> >> a >> >> generalized additive model is not feasible with survey commands? I've >> >> done >> >> numerous searches and it seems so, but I want to make sure I'm not >> >> missing >> >> something. >> >> >> > >> > Depends on how you approach it. If you are using a 10-year old -gam- >> > command >> > by Patrick Royston, then the answer is no. If you produce your own >> basis >> > functions and plug them into -regress- or -glm-, then of course that >> works >> > fine with -svy- prefix. >> > >> > -- >> > Stas Kolenikov, also found at http://stas.kolenikov.name >> > Small print: I use this email account for mailing lists only. >> > >> > * >> > * For searches and help try: >> > * http://www.stata.com/help.cgi?search >> > * http://www.stata.com/support/statalist/faq >> > * http://www.ats.ucla.edu/stat/stata/ >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> > > > > -- > Stas Kolenikov, also found at http://stas.kolenikov.name > Small print: I use this email account for mailing lists only. > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: GAM in survey commands***From:*"Priscilla Martinez" <priscilla.martinez@medisin.uio.no>

**Re: st: GAM in survey commands***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: GAM in survey commands***From:*"Priscilla Martinez" <priscilla.martinez@medisin.uio.no>

**Re: st: GAM in survey commands***From:*Stas Kolenikov <skolenik@gmail.com>

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