RCSGEN: Stata module to generate restricted cubic splines and their derivatives

Paul Lambert ()
Additional contact information
Paul Lambert: University of Leicester

Statistical Software Components from Boston College Department of Economics

Abstract: rcsgen generates basis functions for restricted cubic splines and (optionally) their derivatives. Restricted cubic spline functions assume linearity beyond the two boundary knots. It is possible to specify knots on the original scale, as default percentiles or user specified percentiles. Orthogonalization can be peformed using Gram-Schmidt orthogonalization. When orthogonalizing a matrix is returned, which can be useful for regenerating the orthogonalized spline variables for out of sample predictions.

Language: Stata
Requires: Stata version 10
Keywords: restricted cubic splines; basis functions; orthogonalization (search for similar items in EconPapers)
Date: 2008-12-12, Revised 2009-11-13
Note: This module may be installed from within Stata by typing "ssc install rcsgen". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/rcsgen.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rcsgen.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rcsgen_example.ado sample program (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s456986

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