| |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
RE: st: RE: mkspline and reg
Thanks Maarten,
Your comments are useful, and graphics allow to visualize nicely the results
I think for the example that you propose it will be better to consider
gen mpg1b = mpg1 - 20
This will allow to interpret the intercept as the average value of price
for mpg=20 and foreign, this important because we include an interaction
term
Regards
Sami
From: "Maarten Buis" <[email protected]>
Reply-To: [email protected]
To: <[email protected]>
Subject: st: RE: mkspline and reg
Date: Wed, 1 Nov 2006 10:21:58 +0100h
Sami:
One way to see if your approach makes sense is to create predicted values,
graph tem 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 foreigngen mpg1b = mpg1 - 12
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 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?
*
* 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/
_________________________________________________________________
Windows Live� Messenger has arrived. Click here to download it for free!
http://imagine-msn.com/messenger/launch80/?locale=en-gb
*
* 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/