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Using and interpreting restricted cubic splines

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  • Maarten L. Buis

    (Universität Tübingen, Institut für Soziologie)

Abstract

Sometimes one wants to model the effect of a variable as a nonlinear smooth curve. A convenient choice for such a curve is a restricted cubic spline. This option has existed in Stata for a while through user-written programs, but as of Stata 10, the mkspline command in combination with the cubic option has been implemented in official Stata. In this talk, I will briefly introduce splines and restricted cubic splines, but I will mainly focus on what happens after one has estimated a model with a restricted cubic spline, and in particular how the postrcspline package can help in the interpretation of the results.

Suggested Citation

  • Maarten L. Buis, 2009. "Using and interpreting restricted cubic splines," German Stata Users' Group Meetings 2009 04, Stata Users Group.
    • Handle: RePEc:boc:dsug09:04
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    Cited by:

    1. Rangan Gupta & Lardo Stander & Andrea Vaona, 2023. "Openness and growth: Is the relationship non‐linear?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3071-3099, July.

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