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Re: st: multilevel mixed effects piecewise model with 1 unknown knot location


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: multilevel mixed effects piecewise model with 1 unknown knot location
Date   Wed, 23 Jan 2013 19:05:05 -0500

On Wed, Jan 23, 2013 at 8:51 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:

> That will require quite some custom programming.

I agree, I don't see a way to do this without a lot of work, but maybe
I'm wrong.


> What you could do is a grid search, i.e. estimate many different
> models with the knot at different locations and pick the one that fits
> best

An alternative might be to use a different model that's fairly close
to the one you want but is still smooth, but I suspect that some kind
of one dimensional grid search will be useful to do regardless because
the closer you are to a hockey stick model the more irregular the
problem will be. A quadratic spline model might be a good way to go.
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