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From | Maarten Buis <maartenlbuis@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Polynomial Fitting and RD Design |
Date | Thu, 1 Sep 2011 10:06:59 +0200 |
--- On Wed, Aug 31, 2011 at 9:54 PM, Patrick Button wrote: >>> I need to run a regression that fits a 4th degree polynomial separately >>> for points of the running variable, x, below 0.5 and above 0.5. The >>> regression includes a dummy variable for if x >= 0.5 or not as well. If >>> there is a discontinuity at 0.5, then this is picked up in the coefficient >>> on that dummy variable. <snip> >>> *Left Side Polynomial >>> gen xa = (1-D)*x >>> gen x2a = (1-D)*x^2 <snip> --- On Thu, Sep 1, 2011 at 8:37 AM, Nick Cox wrote: > Even if you can get this to work as intended, look at the sizes of > those coefficients! The resultant curve may look about right, but this > is a dubious thing to do numerically and statistically. I The numerical problems can be alleviated by using orthogonal polynomials, see -help orthog-. This is just a different way of representing that 4th degree polynomial that makes it a lot easier for computers to deal with. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/