RC_SPLINE: Stata module to generate restricted cubic splines

William Dupont () and W. Dale Plummer ()
Additional contact information
W. Dale Plummer: Vanderbilt University School of Medicine

Statistical Software Components from Boston College Department of Economics

Abstract: rc_spline creates variables that can be used for regression models in which the linear predictor f(xvar) is assumed to equal a restricted cubic spline function of an independent variable xvar. In these regressions, the user explicitly or implicitly specifies k knots located at xvar = t1, t2, ..., tk. f(xvar) is defined to be a continuous smooth function that is linear before t1, is a piecewise cubic polynomial between adjacent knots, and is linear after tk. See Harrell (2001) for additional details.

Language: Stata
Requires: Stata version 7
Keywords: cubic splines; knots; piecewise cubic polynomial (search for similar items in EconPapers)
Date: 2004-11-05, Revised 2005-01-14
Note: This module may be installed from within Stata by typing "ssc install rc_spline". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/rc_spline.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rc_spline.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rc_spline_test.do sample do file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s447301

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