Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: boxtid (Box-Tidwell) regression module updated


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: boxtid (Box-Tidwell) regression module updated
Date   Thu, 3 Jan 2013 14:50:47 +0000

<>
Posting on behalf of Patrick Royston:

Now available from SSC via -ssc install boxtid-:

TITLE
      'BOXTID': module to fit Box-Tidwell and exponential regression models

DESCRIPTION/AUTHOR(S)
      
       boxtid is a generalization of fracpoly in which continuous
      rather than fractional powers of the continuous covariates are
      estimated. boxtid fits Box & Tidwell's (Technometrics, 1962)
      power transformation model to yvar with predictors in xvarlist.
        boxtid also fits exponential models for predictors specified in
      expon().     This is an updated version of Royston & Ambler,
      Stata Tech. Bull. 49, 50 (1999),    and contains support routines
      that handle factor variables for prediction and plotting.
      
 Requires Stata v.11+

      Author: Patrick Royston, MRC Clinical Trials Unit, UK
      Support: email patrick.royston@ctu.mrc.ac.uk


Kit Baum
SSC Archive

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index