Thanks to Kit Baum, a new package called -pspline- (authored by
Roberto G. Gutierrez and me) is available from SSC.
-pspline- uses -xtmixed- to fit a penalized spline regression as
discussed in Ruppert et al. (2003) and plots the smoothed function.
Additional covariates can be taken into account to adjust the smooth
and plot partial residuals.
-pspline- is an "automatic" smoother in that the optimal amount of
smoothing is determined from the data by (restricted) maximum
likelihood estimation.
To install the package, type
. ssc install pspline
ben
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