Re: st: piece-wise logistic regression

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Thu, 29/4/10, Bruno Schoumaker wrote:
> It notably explains how stepwise regression can be used to
> determine the number of knots and their location. Not
> foolproof, but very useful when no clear idea about the
> number and location of knots.

A similar but slightly different approach is to use the 
same algoritm used by -fracpoly- and -mfp. A recent
discussion of that algorithm, with an application to 
restricted cubic splines can be found in Royston and 
Sauerbrei (2007), but I can see no reason why this could 
not be applied to linear splines.

Hope this helps,
Maarten

Patrick Royston and Willi Sauerbrei (2007) "Multivariable 
modeling with cubic regression splines: A principled 
approach" The Stata Journal, 7(1):45--70.
http://www.stata-journal.com/article.html?article=st0120

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

http://www.maartenbuis.nl
--------------------------


      

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