Multivariable modeling with cubic regression splines: A principled approach
Spline functions provide a useful and flexible basis for modeling re- lationships with continuous predictors. However, to limit instability and provide sensible regression models in the multivariable setting, a principled approach to model selection and function estimation is important. Here the multivariable frac- tional polynomials approach to model building is transferred to regression splines. The essential features are specifying a maximum acceptable complexity for each continuous function and applying a closed-test approach to each continuous pre- dictor to simplify the model where possible. Important adjuncts are an initial choice of scale for continuous predictors (linear or logarithmic), which often helps one to generate realistic, parsimonious final models; a goodness-of-fit test for a parametric function of a predictor; and a preliminary predictor transformation to improve robustness. Copyright 2007 by StataCorp LP.
Volume (Year): 7 (2007)
Issue (Month): 1 (February)
|Contact details of provider:|| Web page: http://www.stata-journal.com/|
|Order Information:||Web: http://www.stata-journal.com/subscription.html|
When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:7:y:2007:i:1:p:45-70. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum)or (Lisa Gilmore)
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.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with 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 profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.