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RE: st: Why does mkspline only have "restricted" cubic splines and what does it mean in practice?
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
RE: st: Why does mkspline only have "restricted" cubic splines and what does it mean in practice?
Date
Tue, 8 Mar 2011 17:59:34 +0000
I see. Well, that certainly makes more sense. I was imagining human ages in years and something that hits people in their 50s, which is closer to home. But -- on the other hand -- you are expecting cubic splines to be good at modelling transient responses to stimuli. Remember that the function and first and second derivatives are continuous!
Nick
[email protected]
Jen Zhen
@ Nick:
> I am really surprised that you feel you need so many knots, even if
> you have ages that aren't integers in your data. I'd experiment with
> far fewer, even for something variable like people retiring, or going
> through the menopause, at different ages, or whatever your application
> is.
I wanted to use all these knots (the original variable age is measured
to the day), because I know that in each interval between these knot
points individuals receive a different treatment. My main interest is
in the effect of that treatment, i.e. in the constants of the
different intervals, and I would like to make sure to fully control
for the effects of any factors also correlated with age, hence my
decision to allow each interval to have a different slope. I hope that
you will find the choice to make more sense then.
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