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RC_SPLINE: Stata module to generate restricted cubic splines

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Author Info
William D. Dupont () (Vanderbilt University School of Medicine)
W. Dale Plummer, Jr. () (Vanderbilt University School of Medicine)

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Abstract

rc_spline creates variables that can be used for regression models in which the linear predictor f(xvar) is assumed to equal a restricted cubic spline function of an independent variable xvar. In these regressions, the user explicitly or implicitly specifies k knots located at xvar = t1, t2, ..., tk. f(xvar) is defined to be a continuous smooth function that is linear before t1, is a piecewise cubic polynomial between adjacent knots, and is linear after tk. See Harrell (2001) for additional details.

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File URL: http://fmwww.bc.edu/repec/bocode/r/rc_spline.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/r/rc_spline.hlp
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File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/r/rc_spline_test.do
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File Function: sample do file
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S447301.

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Programming language: Stata
Requires: Stata version 7
Date of creation: 05 Nov 2004
Date of revision: 14 Jan 2005
Handle: RePEc:boc:bocode:s447301

Note: This module may be installed from within Stata by typing "ssc install rc_spline". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: cubic splines; knots; piecewise cubic polynomial;

Statistics
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This page was last updated on 2009-12-10.

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