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st: Built-in knot selection for splines?

From   Tatyana Deryugina <[email protected]>
To   [email protected]
Subject   st: Built-in knot selection for splines?
Date   Fri, 19 Aug 2011 09:32:55 -0500


Is there a built-in command in Stata to implement nonlinear
optimization for spline placement? I'm using a simple linear spline
with two knots in a linear regression and need to compute the optimal
knot placement. I know that knot placement is typically very
important, but I need to do this to replicate someone else's work.

Thank you!

Tatyana Deryugina

Lecturer, Department of Finance
University of Illinois, Urbana-Champaign
(925) 349 - 8999 (cell)
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