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Re: st: piece-wise logistic regression
From
Michael Norman Mitchell <[email protected]>
To
Bruno Schoumaker <[email protected]>, [email protected]
Subject
Re: st: piece-wise logistic regression
Date
Thu, 29 Apr 2010 01:24:21 -0700
Dear Bruno
Thanks very much for that suggestion, that is a great idea. In fact,
google books has a preview by visiting
http://books.google.com/
and searching for Marsh and Cormier spline regression
It looks like a very useful reference.
Thanks!
Michael N. Mitchell
See the Stata tidbit of the week at...
http://www.MichaelNormanMitchell.com
On 2010-04-29 12.57 AM, Bruno Schoumaker wrote:
There is a nice little sage book (quantiative applications in the
social sciences) by Marsh and Cormier on spline regression.
It notably explains how stepwise regression can be used to determine
the number of knots and their location. Not foolproof, but very useful
when no clear idea about the number and location of knots.
Bruno
Le 28/04/2010 9:09, Michael Norman Mitchell a écrit :
Dear Jason
I actually wrote that FAQ. You sure can use that exact same
approach with a binary outcome. This technique is described using
logistic regression in an article from the Stata Technical Bulletin,
sg24, see
http://www.stata.com/products/stb/journals/stb18.pdf
As the article describes, it is hard to determine the best place to
select the "knot" (or as you call it, the kick), where the slope
changes. Ideally, the "knot" would be selected based on theory or
past evidence, but sometimes we do not live in an ideal world.
I hope that helps,
Michael N. Mitchell
See the Stata tidbit of the week at...
http://www.MichaelNormanMitchell.com
On 2010-04-28 12.02 AM, Jason Ferris wrote:
I have been reading on piecewise regression in stata from
www.ats.ucla.edu/stat/stata/faq/piecewise.htm
I am interested in approaching some analysis where the outcome is
binary
and the predictor is continuous. A lowess curve of the data seems to
indicate a kick in my data with a positive slope between 1 and 10 and a
negative slope from 10 to 80.
Can I use the same approach mentioned in the website above for logistic
piecewise regression?
Jason
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