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Sensible parameters for univariate and multivariate splines

Author

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  • Roger B. Newson

    (Imperial College London)

Abstract

The package bspline, downloadable from Statistical Software Components, now has three commands. The first, bspline, generates a basis of Schoenberg B-splines. The second, frencurv, generates a basis of reference splines whose parameters in the regression model are simply values of the spline at reference points on the X axis. The recent addition, flexcurv, is an easy-to-use version of frencurv that generates reference splines with automatically generated, sensibly spaced knots. frencurv and flexcurv now have the additional option of generating an incomplete basis of reference splines, with the reference spline for a baseline reference point omitted or set to 0. This incomplete basis can be completed by adding the standard unit vector to the design matrix and can then be used to estimate differences between values of the spline at the remaining reference points and the value of the spline at the baseline reference point. Reference splines therefore model continuous factor variables as indicator variables (or "dummies") model discrete factor variables. The method can be extended in a similar way to define factor-product bases, allowing the user to estimate factor-combination means, subset-specific effects, or even factor interactions involving multiple continuous or discrete factors.

Suggested Citation

  • Roger B. Newson, 2012. "Sensible parameters for univariate and multivariate splines," Stata Journal, StataCorp LP, vol. 12(3), pages 479-504, September.
  • Handle: RePEc:tsj:stataj:v:12:y:2012:i:3:p:479-504
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    References listed on IDEAS

    as
    1. Patrick Royston & Willi Sauerbrei, 2007. "Multivariable modeling with cubic regression splines: A principled approach," Stata Journal, StataCorp LP, vol. 7(1), pages 45-70, February.
    2. Roger Newson, 2001. "B-splines and splines parameterized by their values at reference points on the x-axis," Stata Technical Bulletin, StataCorp LP, vol. 10(57).
    3. Roger Newson, 2011. "Sensible parameters for polynomials and other splines," United Kingdom Stata Users' Group Meetings 2011 01, Stata Users Group.
    4. Nicola Orsini & Sander Greenland, 2011. "A procedure to tabulate and plot results after flexible modeling of a quantitative covariate," Stata Journal, StataCorp LP, vol. 11(1), pages 1-29, March.
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    Cited by:

    1. Michael L. Polemis, 2018. "Revisiting the Environmental Kuznets Curve: a semi-parametric analysis on the role of market structure on environmental pollution," Letters in Spatial and Resource Sciences, Springer, vol. 11(1), pages 27-35, March.
    2. Javier Alejo & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2023. "RIF regression via sensitivity curves," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(1), pages 329-345, March.
    3. Halkos, George & Polemis, Michael, 2018. "Does market structure trigger efficiency? Evidence for the USA before and after the financial crisis," MPRA Paper 84511, University Library of Munich, Germany.
    4. Maarten L. Buis, 2017. "Not All Transitions Are Equal: The Relationship Between Effects on Passing Steps in a Sequential Process and Effects on the Final Outcome," Sociological Methods & Research, , vol. 46(3), pages 649-680, August.
    5. Roger Newson, 2013. "Creating factor variables in resultssets and other datasets," United Kingdom Stata Users' Group Meetings 2013 01, Stata Users Group.
    6. Charalampos Agiropoulos & Michael L. Polemis & Michael Siopsis & Sotiris Karkalakos, 2022. "Revisiting the finance‐growth nexus: A socioeconomic approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 2762-2783, July.
    7. Polemis, Michael L. & Stengos, Thanasis & Tzeremes, Nickolaos G., 2020. "Revisiting the impact of financial depth on growth: A semi-parametric approach," Finance Research Letters, Elsevier, vol. 36(C).
    8. Roger Newson, 2014. "Easy-to-use packages for estimating rank and spline parameters," United Kingdom Stata Users' Group Meetings 2014 01, Stata Users Group.
    9. Minzhi Wu & Emili Tortosa-Ausina, 2020. "Bank Diversification and Focus in Disruptive Times: China, 2007–2018," Working Papers 2020/21, Economics Department, Universitat Jaume I, Castellón (Spain).
    10. Roger Newson, 2017. "Ridit splines with applications to propensity weighting," United Kingdom Stata Users' Group Meetings 2017 01, Stata Users Group.
    11. Checherita-Westphal, Cristina & Žďárek, Václav, 2017. "Fiscal reaction function and fiscal fatigue: evidence for the euro area," Working Paper Series 2036, European Central Bank.

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