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RE: st: SPLINE commands
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
RE: st: SPLINE commands
Date
Fri, 4 Feb 2011 15:43:09 +0000
I still like the early chapters in
T.J. Hastie and R.J. Tibshirani. 1990.
Generalized additive models.
London: Chapman and Hall.
for giving the flavour -- and for discussing a variety of methods. Some of the literature is partisan about favourite methods, in contradiction of the folk theorem that "all reasonable smoothers agree on reasonable problems".
I'd have to quibble with Maarten's description of Frank Harrell's book as an introductory text. I'd class it as a monograph. Some of it is very accessible, some I don't get at all, and much is superb standing ovation stuff. But it would be an amazing class for whom it was an introductory text.
Nick
[email protected]
Ronald McDowell
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.
From: Maarten buis <[email protected]>
- --- 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.
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