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RCSGEN: Stata module to generate restricted cubic splines and their derivatives

Author

Listed:
  • Paul Lambert

    (University of Leicester)

Programming Language

Stata

Abstract

rcsgen 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.

Suggested Citation

  • Paul Lambert, 2008. "RCSGEN: Stata module to generate restricted cubic splines and their derivatives," Statistical Software Components S456986, Boston College Department of Economics, revised 14 Feb 2022.
    • Handle: RePEc:boc:bocode:s456986
    Note: This module should be installed from within Stata by typing "ssc install rcsgen". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/rcsgen.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcsgen.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcsgen_example.ado
    File Function: sample program
    Download Restriction: no
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