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Using and interpreting restricted cubic splines

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Author Info
Maarten L. Buis () (Universität Tübingen, Institut für Soziologie)

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Abstract

Sometimes one wants to model the effect of a variable as a nonlinear smooth curve. A convenient choice for such a curve is a restricted cubic spline. This option has existed in Stata for a while through user-written programs, but as of Stata 10, the mkspline command in combination with the cubic option has been implemented in official Stata. In this talk, I will briefly introduce splines and restricted cubic splines, but I will mainly focus on what happens after one has estimated a model with a restricted cubic spline, and in particular how the postrcspline package can help in the interpretation of the results.

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Paper provided by Stata Users Group in its series German Stata Users' Group Meetings 2009 with number 04.

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Date of creation: 16 Jul 2009
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Handle: RePEc:boc:dsug09:04

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