WEI-JANG HUANG
> Does anyone know how to determine where the knots are when
> estimating a
> spline model? Is there any ado file that will find the
> location of the
> knots?
>
> I'm using Stata 7.0
The short answer is, perhaps, not very helpful.
There are several different kinds of spline
and several different ways of choosing knot
locations. One is that each distinct data point
is a knot, so there is, in that circumstance,
no question of choice.
Some of these are implemented in
Stata, although I guess only a small fraction
of the possibilities.
Anyway, if you have some specific Stata command
or program in mind, please say what it is.
Nick
[email protected]
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