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Re: st: interprating orthogonal polynomial regression
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Re: st: interprating orthogonal polynomial regression
Date
Mon, 26 Jul 2010 12:54:38 -0400 (EDT)
I used the syntax that Maarten provided to translate the coefficients of
the orthogonal polynomials into the original metric of time. The results
are below. Then i guess the equation of the cubic mode is represented in
the row of deg3, that y=.67-1.46t+.42t²-.03t³. Then what is the formula to
get the two reflection points of the curve(the sample mean trajectory
showed that there are two reflection points, and it changes directions
twice)? Thanks a lot.
| deg1 deg2 deg3 _cons
-------------+--------------------------------------------
deg1 | -.1405198 0 0 .5339751
deg2 | .5560661 -.0491674 0 -.6281949
deg3 | -1.458612 .4243002 -.0270891 .6659666
_cons | 0 0 0 -.5578475
> *--------------- begin example ----------------
> sysuse auto, clear
> orthpoly weight, deg(3) generate(pw*)
> logit foreign mpg pw1-pw3 rep78
> orthpoly weight, deg(3) poly(P)
> matrix b = e(b)
> // extract the polynomials and the constant
> matrix b = b[1, "foreign:pw1".."foreign:pw3"], b[1,"foreign:_cons"]
> matrix b = b*P
> matlist b
>
> // check
> gen w1 = weight
> gen w2 = weight^2
> gen w3 = weight^3
>
> logit foreign mpg w1-w3 rep78
> *---------------- end example -----------------------
>
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