English, Article edition: RCSGEN: Stata module to generate restricted cubic splines and their derivatives Paul Lambert

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Bookmark: http://trove.nla.gov.au/version/102058
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  • code
Language
  • English

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Title
  • RCSGEN: Stata module to generate restricted cubic splines and their derivatives
Author
  • Paul Lambert
Physical Description
  • code
Notes
  • 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.
  • restricted cubic splines, basis functions, orthogonalization
  • RePEc:boc:bocode:s456986
Language
  • English
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