Title

    xmfp -- Multivariable fractional polynomial models with extensions


Syntax

        xmfp [, options] : regression_cmd [yvar1 [yvar2]] xvarlist [if] [in]
            [weight] [, regression_cmd_options]

    options                     Description
    -------------------------------------------------------------------------
    Model 2
      sequential                use the Royston and Altman model-selection
                                  algorithm; default uses closed-test
                                  procedure
      cycles(#)                 maximum number of iteration cycles; default
                                  is cycles(5)
      dfdefault(#)              default maximum degrees of freedom; default
                                  is dfdefault(4)
      center(cent_list)         specification of centering for the
                                  independent variables
      alpha(alpha_list)         p-values for testing between FP models;
                                  default is alpha(0.05)
      df(df_list)               degrees of freedom for each predictor
      powers(numlist)           list of FP powers to use; default is
                                  powers(-2 -1(.5)1 2 3)
      linadj(varlist)           list of variables to be included as
                                  untransformed linear terms in all MFP
                                  models

    Adv. model
      xorder(+|-|n)             order of entry into model-selection
                                  algorithm; default is xorder(+)
      select(select_list)       nominal p-values for selection on each
                                  predictor
      xpowers(xp_list)          FP powers for each predictor
      zero(varlist)             treat nonpositive values of specified
                                  predictors as zero when FP is transformed
      catzero(varlist)          add indicator variable for specified
                                  predictors
      all                       include out-of-sample observations in
                                  generated variables

    Reporting
      level(#)                  set confidence level; default is level(95)
      display_options           control column formats and line width
    -------------------------------------------------------------------------

    regression_cmd_options      Description
    -------------------------------------------------------------------------
    Adv. model
      regression_cmd_options    options appropriate to the regression command
                                  in use
    -------------------------------------------------------------------------

    All weight types supported by regression_cmd are allowed; see weight.
    See [R] mfp postestimation for features available after estimation.
    fracgen may be used to create new variables containing fractional
      polynomial powers.  See [R] fracpoly.

    where

        regression_cmd may be clogit, glm, intreg, logistic, logit, mlogit, 
        nbreg, ologit, oprobit, poisson, probit, qreg, regress, rreg, stcox, 
        stcrreg, streg, or xtgee.

        yvar1 is not allowed for streg, stcrreg, and stcox.  For these
        commands, you must first stset your data.

        yvar1 and yvar2 must both be specified when regression_cmd is intreg.

        xvarlist has elements of type varlist and/or (varlist); for example,

            x1 x2 (x3 x4 x5)

        Elements enclosed in parentheses are tested jointly for inclusion in
        the model and are not eligible for fractional polynomial
        transformation.


Description

    xmfp selects the multivariable fractional polynomial (MFP) model that
    best predicts the outcome variable from the right-hand-side variables in
    xvarlist.

    xmfp provides some extensions to the factory-standard mfp command, namely

    1. xmfp supports factor variables
    2. xmfp has a linadj(varlist) option to adjust linearly for variables in va
> rlist.

    Note also that the mfp post-estimation commands fracplot and fracpred are
    replaced with xfracplot and xfracpred, respectively. The syntax is
    unchanged, except that xfracplot has an additional option nopts which
    suppresses plotting of partial residuals.

Author

    Patrick Royston
    MRC Clinical Trials Unit
    London, UK
    pr@ctu.mrc.ac.uk


Also see

    Manual:  [R] fracpoly, [R] mfp

    Online:  mfp