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Multivariable modeling with cubic regression splines: A principled approach

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  • Patrick Royston

    ()
    (Cancer Group, MRC Clinical Trials Unit)

  • Willi Sauerbrei

    (University Medical Center, Freiburg)

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    Abstract

    Spline functions provide a useful and flexible basis for modeling re- lationships with continuous predictors. However, to limit instability and provide sensible regression models in the multivariable setting, a principled approach to model selection and function estimation is important. Here the multivariable frac- tional polynomials approach to model building is transferred to regression splines. The essential features are specifying a maximum acceptable complexity for each continuous function and applying a closed-test approach to each continuous pre- dictor to simplify the model where possible. Important adjuncts are an initial choice of scale for continuous predictors (linear or logarithmic), which often helps one to generate realistic, parsimonious final models; a goodness-of-fit test for a parametric function of a predictor; and a preliminary predictor transformation to improve robustness. Copyright 2007 by StataCorp LP.

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    Bibliographic Info

    Article provided by StataCorp LP in its journal Stata Journal.

    Volume (Year): 7 (2007)
    Issue (Month): 1 (February)
    Pages: 45-70

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    Handle: RePEc:tsj:stataj:v:7:y:2007:i:1:p:45-70

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    Related research

    Keywords: mvrs; uvrs; splinegen; multivariable analysis; continuous predictor; regression spline; model building; goodness of fit; choice of scale;

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    Cited by:
    1. Benoît Laplante, 2014. "Normative Groups: The Rise of the Formation of the First Union Through Cohabitation in Quebec, a Comparative Approach," Population Research and Policy Review, Springer, vol. 33(2), pages 257-285, April.
    2. Friedline, Terri & Elliott, William & Chowa, Gina A.N., 2013. "Testing an asset-building approach for young people: Early access to savings predicts later savings," Economics of Education Review, Elsevier, vol. 33(C), pages 31-51.
    3. Zhongwei Zhao & Yuan Zhu & Anna Reimondos, 2013. "Could changes in reported sex ratios at birth during China's 1958-1961 famine support the adaptive sex ratio adjustment hypothesis?," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 29(33), pages 885-906, October.
    4. Marcel-Cristian Voia & Mihailo Radoman, 2013. "Youth Training Programs and their Impact on Career and Spell Duration of Professional Soccer Players," Carleton Economic Papers 13-01, Carleton University, Department of Economics.
    5. Ludwig Kuntz & Roman Mennicken & Stefan Scholtes, 2011. "Stress on the Ward – An Empirical Study of the Nonlinear Relationship between Organizational Workload and Service Quality," Ruhr Economic Papers 0277, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
    6. Friedline, Terri & Elliott, William, 2013. "Connections with banking institutions and diverse asset portfolios in young adulthood: Children as potential future investors," Children and Youth Services Review, Elsevier, vol. 35(6), pages 994-1006.
    7. William Elliott & Monique Constance-Huggins & Hyun-a Song, 2013. "Improving College Progress among Low- to Moderate-Income (LMI) Young Adults: The Role of Assets," Journal of Family and Economic Issues, Springer, vol. 34(4), pages 382-399, December.

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