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st: RE: re: spline model
See also http://www.stata.com/meeting/4nasug/RCsplines.pdf for an
introduction to restricted cubic splines. The new version of mkspline
in Stata version 10 may be used to calculate these spline covariates.
Bill Dupont
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Kit Baum
Sent: Wednesday, July 18, 2007 10:11 PM
To: [email protected]
Subject: st: re: spline model
Anita said
Could someone pl. offer some basic source to that can
guide in running a "continuous piecewise regression"
that allowing regression line to change. Also how do
you determine where the line might change.
There is an example of that technique (with a figure) in the book
cited below, Section 7.4.1.
Even if you don't have access to the book, you can download the do-
files and datasets used in the examples from
http://stata-press.com/data/imeus.html
Look at the chapter 7 do-files.
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
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