RCSGEN: Stata module to generate restricted cubic splines and their derivatives
Abstractrcsgen generates basis functions for restricted cubic splines and (optionally) their derivatives. Restricted cubic spline functions assume linearity beyond the two boundary knots. It is possible to specify knots on the original scale, as default percentiles or user specified percentiles. Orthogonalization can be peformed using Gram-Schmidt orthogonalization. When orthogonalizing a matrix is returned, which can be useful for regenerating the orthogonalized spline variables for out of sample predictions.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S456986.
Programming language: Stata
Requires: Stata version 10
Date of creation: 12 Dec 2008
Date of revision: 11 Apr 2013
Note: This module should be installed from within Stata by typing "ssc install rcsgen". 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
Web page: http://fmwww.bc.edu/EC/
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