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st: Restricted Cubic Spline with Mkspline - test significance of slope
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From |
SCHOUMAKER Bruno <[email protected]> |
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To |
[email protected] |
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Subject |
st: Restricted Cubic Spline with Mkspline - test significance of slope |
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Date |
Wed, 26 Aug 2009 16:10:36 +0200 |
Hello,
I am using mkspline to fit restricted cubic splines. I want to estimate
the time trend of my dependant variable (using poisson regression).
Overall the the fit is very good with usually 2 or 3 knots.
Now, I would like to test if, for some period (eg. from 1971 to 1976),
the trend is stable. With linear splines, I would test if the slope is
different from zero for some period (between two knots). But I do not
see how I could do it with restricted cubic spline. Is there a way to
test if the first derivative (the 'slope') of the adjusted trend is
significantly different from zero ?
Thanks in advance for you help
Bruno
--
Bruno SCHOUMAKER
Centre de recherche en démographie et sociétés
Université catholique de Louvain
1-17 PLace Montesquieu
1348 Louvain-la-Neuve
BELGIUM
Tel. +32 10 474136
Fax. +32 10 472952
[email protected]
www.uclouvain.be/demo
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