Sami:
One way to see if your approach makes sense is to create predicted values, graph them and
see if they make sense, like in the example below. I think it follows your procedure and the
graphs look fine.
HTH,
Maarten
*-------------- begin example ------------
sysuse auto, clear
mkspline mpg1 20 mpg2=mpg
gen forXmpg1 = foreign*mpg1
gen forXmpg2 = foreign*mpg2
reg price mpg1 mpg2 forXmpg1 forXmpg2 foreign
predict pricehat1
twoway line pricehat1 mpg if foreign==0, sort || /*
*/ line pricehat1 mpg if foreign==1, sort /*
*/ ytitle("predicted price") name(a) /*
*/ legend(label(1 "domestic") label(2 "foreign"))
gen mpg1b = mpg1 - 12
gen forXmpg1b = foreign*mpg1b
reg price mpg1b mpg2 forXmpg1b forXmpg2 foreign
predict pricehat2
twoway line pricehat2 mpg if foreign==0, sort || /*
*/ line pricehat2 mpg if foreign==1, sort /*
*/ ytitle("predicted price") name(b) /*
*/ legend(label(1 "domestic") label(2 "foreign"))
*--------------- end example ---------------
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of stata_user stata_user
Sent: dinsdag 31 oktober 2006 23:28
To: [email protected]
Subject: st: mkspline and reg
I 've a variable age which takes values from 20 to 60,
I have an outcome y and a dummy variable represnting gender
I would like to fit a regresion model using linear splines, including an
interraction effect
I want to test if there are two different slopes before 40 and after 40, and
I am also interested on the intercept , I consider the following approach
1/ First create linear splines
mkspline age1 40 age2 = age
2/Second in order to have intercept at age=40
generate age1a = age1 -40
3/
I fit a regression model
xi: regress y i.sex*age1a i.sex*age2
Could you please comment on this approach?
*
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