IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v7y2007i1p45-70.html
   My bibliography  Save this article

Multivariable modeling with cubic regression splines: A principled approach

Author

Listed:
  • Patrick Royston

    () (Cancer Group, MRC Clinical Trials Unit)

  • Willi Sauerbrei

    (University Medical Center, Freiburg)

Abstract

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.

Suggested Citation

  • 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.
  • Handle: RePEc:tsj:stataj:v:7:y:2007:i:1:p:45-70
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0120
    Download Restriction: no

    File URL: http://www.stata-journal.com/software/sj7-1/st0120/
    Download Restriction: no

    References listed on IDEAS

    as
    1. Willi Sauerbrei, 1999. "The Use of Resampling Methods to Simplify Regression Models in Medical Statistics," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 48(3), pages 313-329.
    2. W. Sauerbrei & P. Royston, 1999. "Building multivariable prognostic and diagnostic models: transformation of the predictors by using fractional polynomials," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 162(1), pages 71-94.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Mihailo Radoman & Marcel C. Voia, 2015. "Youth Training Programs and Their Impact on Career and Spell Duration of Professional Soccer Players," LABOUR, CEIS, vol. 29(2), pages 163-193, June.
    2. Bouvatier, Vincent & Delatte, Anne-Laure, 2015. "Waves of international banking integration: A tale of regional differences," European Economic Review, Elsevier, vol. 80(C), pages 354-373.
    3. William Elliott & Monique Constance-Huggins & Hyun-a Song, 2013. "Improving College Progress among Low- to Moderate-Income (LMI) Young Adults: The Role of Assets," Journal of Family and Economic Issues, Springer, vol. 34(4), pages 382-399, December.
    4. Francois Libois & Vincenzo Verardi, 2013. "Semiparametric fixed-effects estimator," Stata Journal, StataCorp LP, vol. 13(2), pages 329-336, June.
    5. Zhongwei Zhao & Yuan Zhu & Anna Reimondos, 2013. "Could changes in reported sex ratios at birth during China's 1958-1961 famine support the adaptive sex ratio adjustment hypothesis?," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 29(33), pages 885-906, October.
    6. Kuntz, Ludwig & Mennicken, Roman & Scholtes, Stefan, 2011. "Stress on the Ward – An Empirical Study of the Nonlinear Relationship between Organizational Workload and Service Quality," Ruhr Economic Papers 277, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    7. Vera Rocha & Mirjam van Praag & Anabela Carneiro, 2015. "Deviating from the benchmarks: Human capital inputs and the survival of new startups," CEF.UP Working Papers 1502, Universidade do Porto, Faculdade de Economia do Porto.
    8. Friedline, Terri & Elliott, William & Chowa, Gina A.N., 2013. "Testing an asset-building approach for young people: Early access to savings predicts later savings," Economics of Education Review, Elsevier, vol. 33(C), pages 31-51.
    9. H. Joseph Newton & Nicholas J. Cox, 2016. "The Stata Journal Editors' Prize 2016: Patrick Royston," Stata Journal, StataCorp LP, vol. 16(4), pages 815-825, December.
    10. Gehrke, Esther & Grimm, Michael, 2014. "Do Cows Have Negative Returns? The Evidence Revisited," IZA Discussion Papers 8525, Institute for the Study of Labor (IZA).
    11. Bouvatier, Vincent & Delatte, Anne-Laure, 2014. "International Banking: the Isolation of the Euro Area," CEPR Discussion Papers 10264, C.E.P.R. Discussion Papers.
    12. repec:zbw:rwirep:0277 is not listed on IDEAS
    13. 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.
    14. Roger B. Newson, 2012. "Sensible parameters for univariate and multivariate splines," Stata Journal, StataCorp LP, vol. 12(3), pages 479-504, September.
    15. Ludwig Kuntz & Roman Mennicken & Stefan Scholtes, 2011. "Stress on the Ward – An Empirical Study of the Nonlinear Relationship between Organizational Workload and Service Quality," Ruhr Economic Papers 0277, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
    16. Benoît Laplante, 2014. "Normative Groups: The Rise of the Formation of the First Union Through Cohabitation in Quebec, a Comparative Approach," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 33(2), pages 257-285, April.
    17. Carsten Schmidt & Till Ittermann & Andrea Schulz & Hans Grabe & Sebastian Baumeister, 2013. "Linear, nonlinear or categorical: how to treat complex associations? Splines and nonparametric approaches," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), vol. 58(1), pages 161-165, February.
    18. Friedline, Terri & Elliott, William, 2013. "Connections with banking institutions and diverse asset portfolios in young adulthood: Children as potential future investors," Children and Youth Services Review, Elsevier, vol. 35(6), pages 994-1006.

    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: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). General contact details of provider: http://www.stata-journal.com/ .

    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 CitEc recognized a reference but did not link an item in RePEc 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 RePEc Author Service 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.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.