Model selection for univariable fractional polynomials

Patrick Royston ()
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Patrick Royston: University College London

Stata Journal, 2017, vol. 17, issue 3, 619-629

Abstract: Since Royston and Altman’s 1994 publication (Journal of the Royal Statistical Society, Series C 43: 429–467), fractional polynomials have steadily gained popularity as a tool for flexible parametric modeling of regression relation- ships. In this article, I present fp select, a postestimation tool for fp that allows the user to select a parsimonious fractional polynomial model according to a closed test procedure called the fractional polynomial selection procedure or function se- lection procedure. I also give a brief introduction to fractional polynomial models and provide examples of using fp and fp select to select such models with real data.

Keywords: fp select; continuous covariate; fractional polynomials; regression models; model selection (search for similar items in EconPapers)
Date: 2017
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