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

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Author Info

  • Paul Lambert

    () (University of Leicester)

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    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.

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    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

    Bibliographic Info

    Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456986.

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    Programming language: Stata
    Requires: Stata version 10
    Date of creation: 12 Dec 2008
    Date of revision: 11 Apr 2013
    Handle: RePEc:boc:bocode:s456986

    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
    Phone: 617-552-3670
    Fax: +1-617-552-2308
    Email:
    Web page: http://fmwww.bc.edu/EC/
    More information through EDIRC

    Order Information:
    Web: http://repec.org/docs/ssc.php

    Related research

    Keywords: restricted cubic splines; basis functions; orthogonalization;

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