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Re: st: SPLINE commands
From
Roger Newson <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: SPLINE commands
Date
Fri, 4 Feb 2011 15:38:35 +0000
Ron might like to try the -bspline- package, downloadable from SSC. This
has 3 modules, -bspline-, -frencurv- and -flexcurv-, which implement
splines that may be linear, quadratic, cubic, quintic or even higher.
The -flexcurv- model is probably the one that most users should use,
most of the time.
-flexcurv- defines a basis of splines for inclusion in a design matrix.
When the regression model is fitted with a Y-variable, the fitted
parameters will be levels of the spline at reference points on the
X-axis, or differences between the level of the spline at a reference
point and the level of the spline at a baseline rference point. The
-flexcurv- module therefore does for continuous factors what -xi- does
for discrete factors in Stata Version 10, or what factor variables do
for discrete factors in Stata Version 11.
The -bspline- package also includes a manual -bspline.pdf-, which is
currently distributed with the package as an ancillary file. When you
download -bspline- from SSC, you should also get the manual
-bspline.pdf-, which explains the principles involved.
Best wishes
Roger
Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: [email protected]
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/
Opinions expressed are those of the author, not of the institution.
On 04/02/2011 15:25, Ronald McDowell wrote:
Thanks for that. I'm not familiar with the concept of splines, and am looking for a gentle introduction to the area, in order to move beyond using quadratic and cubic etc terms in my models.
Ron McDowell
University of Ulster
Date: Thu, 3 Feb 2011 12:59:50 +0000 (GMT)
From: Maarten buis<[email protected]>
Subject: Re: st: SPLINE commands
- --- On Thu, 3/2/11, Ronald McDowell wrote:
Can anyone point me in the right direction of an
introduction to spline commands as used in Stata?
In official Stata there is -mkspline- which makes
variables containing the linear or restricted cubic
splines, which you can than enter in any estimation
command. An introductory text on these is
Harrell (2001). Is that what you are looking for?
- -- Maarten
Harrell Jr., F. E. 2001. Regression Modeling
Strategies: With Applications to Linear Models,
Logistic Regression, and Survival Analysis.
New York: Springer.
- --------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
- --------------------------
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