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| From | Garry Anderson <g.anderson@unimelb.edu.au> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | st: Spline implementing generalized cross-validation |
| Date | Tue, 1 Nov 2011 07:25:57 +0000 |
Dear Statalist, I am wanting to use Stata to generate a spline that uses generalized cross-validation (gcv). Ideally the Stata command would duplicate the results from SAS Proc TPSPLINE or R smooth.spline. The Stata command -pspline- does not implement gcv. The spline would form a function that sums the squares of residuals plus some penalty function. The penality function is a product of a smoothing parameter times a measure of roughness, such as the integral of the square of the second derivative of the function. The gcv is used to determine the smoothing parameter. Any pointers to such a Stata command would be appreciated. Kind regards, Garry * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/