IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v16y2016i1p72-87.html
   My bibliography  Save this article

mfpa: Extension of mfp using the ACD covariate transformation for enhanced parametric multivariable modeling

Author

Listed:
  • Patrick Royston

    (University College London)

  • Willi Sauerbrei

    (University of Freiburg)

Abstract

In a recent article, Royston (2015, Stata Journal 15: 275–291) intro- duced the approximate cumulative distribution (ACD) transformation of a contin- uous covariate x as a route toward modeling a sigmoid relationship between x and an outcome variable. In this article, we extend the approach to multivariable mod- eling by modifying the standard Stata program mfp. The result is a new program, mfpa, that has all the features of mfp plus the ability to fit a new model for user- selected covariates that we call FP1(p1, p2). The FP1(p1, p2) model comprises the best-fitting combination of a dimension-one fractional polynomial (FP1) function of x and an FP1 function of ACD (x). We describe a new model-selection algorithm called function-selection procedure with ACD transformation, which uses signifi- cance testing to attempt to simplify an FP1(p1,p2) model to a submodel, an FP1 or linear model in x or in ACD (x). The function-selection procedure with ACD transformation is related in concept to the FSP (FP function-selection procedure), which is an integral part of mfp and which is used to simplify a dimension-two (FP2) function. We describe the mfpa command and give univariable and multivariable examples with real data to demonstrate its use. Copyright 2016 by StataCorp LP.

Suggested Citation

  • Patrick Royston & Willi Sauerbrei, 2016. "mfpa: Extension of mfp using the ACD covariate transformation for enhanced parametric multivariable modeling," Stata Journal, StataCorp LP, vol. 16(1), pages 72-87, March.
    • Handle: RePEc:tsj:stataj:v:16:y:2016:i:1:p:72-87
    Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj16-1/st0425/
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0425
    File Function: link to article purchase
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:16:y:2016:i:1:p:72-87. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.