Frank Harrell describes a strategy in his book
(Regression Modeling Strategies) using restricted
cubic splines. The magnitude of Spearman's r^2
between the DV and predictor variable determine the
number of knots allocated per variable.
Scott Millis
--- Michael Klein <[email protected]> wrote:
> Does anyone have code for estimating a spline
> regression with a given
> number of knots, but where the location of the knots
> is to be estimated
> along with the slopes of the separate spline
> segments?
> Michael Klein
>
> --
> Michael W. Klein
> Professor of International Economics
> Fletcher School
> Tufts University
> Medford, Massachusetts 02155 U.S.A.
> Ph. 617 627 2718
> Fax 617 627 3712
> Web page:
> http://fletcher.tufts.edu/faculty/klein/default.asp
>
>
>
>
> *
> * For searches and help try:
> *
> http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
=====
Scott R Millis, PhD, MEd, ABPP (CN & RP)
Director, Office of Clinical Trials
Kessler Medical Rehabilitation Research & Education Corp
1199 Pleasant Valley Way
West Orange, NJ 07052
*********************************************************
This electronic message may contain information that is confidential
and/or legally privileged. It is intended only for the use of the
individual(s) and entity named as recipients in the message. If you are
not an intended recipient of this message, please notify the sender
immediately and delete the material from any computer. Do not deliver,
distribute or copy this message, and do not disclose its contents or
take any action in reliance on the information it contains. Thank you.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/