Thank you very much Maartin,
Yes why not, please send it. Unfortunately, I have
stata version 9 I do not have version 10. Is there
anyway to use mkspline in version 9?
--- Maarten buis <[email protected]> wrote:
> --- Mohammed El Faramawi <[email protected]> wrote:
> > I have a question about cubic spline regression
> and
> > linear spline regressionv. I would like to know
> what
> > are the differences between them? I will be very
> > grateful if someone explains the difference
> between
> > them particularly when I should use linear spline
> > regression and when should i use cubic spline
> > regression? If someone has online materials about
> this
> > subject, this will be great.
>
> In Stata 10 -mkspline- has the ability of creating a
> restricted cubic
> spline. This is not the same as a cubic spline: it
> restricts the line
> to be linear before the first knot and after the
> last knot, between the
> first and the last knot, the curve is a cubic
> spline. This has the
> advantage of being more stable.
>
> The difference between the restricted cubic spline
> and the linear
> spline is best explained using a graph:
>
> *--------------- begin example -------------------
> sysuse auto, clear
>
> mkspline lin1 18 lin2 =mpg
> reg price lin1 lin2
> predict yhatlin
>
> mkspline cub=mpg, cubic knots(15 18 30)
> reg price cub1 cub2
> predict yhatcub
> twoway scatter price mpg || ///
> line yhatlin yhatcub mpg, sort ///
> legend(order( 1 ///
> 2 "linear spline" ///
> 3 "restricted" ///
> "cubic spline"))
> *------------- end example -------------------
> (For more on how to use examples I sent to the
> Statalist, see
> http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
>
> The cubic spline is more smooth, while the linear
> spline changes very
> abrubtly at the knot (mpg=18). The linear spline
> looks a bit awkward,
> but it has the advantage of being able to easily
> read the effect of
> price in the regression table: before mpg=18 a unit
> change in mpg led
> to a decrease in price approx. 1200 dollars, while
> after mpg=18 a unit
> increase in mpg led to a decrease in price of
> approx. 60 dollars.
>
> I am working on a program that shows the effect of
> mpg in a restricted
> cubic spline. If you are interested I am willing to
> sent a pre-release
> to you privately.
>
> Hope this helps,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
>
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