.- help for ^bspline^ and ^frencurv^ (STB-57: sg151; Roger Newso > n) .-

B-splines and splines parameterized by their values at reference points -----------------------------------------------------------------------

^bspline^ [newvarlist] [^if^ exp] [^in^ range] ,^x^var(varname) [^p > ^ower(#) ^k^nots(numlist) no^exk^not ^g^enerate(prefix) ^t^ype(type) ^lab^fmt(^%^fmt)]

^frencurv^ [newvarlist] [^if^ exp] [^in^ range],^x^var(varname) [^p^ > ower(#) ^r^efpts(numlist) no^exr^ef ^k^nots(numlist) no^exk^no > t ^g^enerate(prefix) ^t^ype(type) ^lab^fmt(^%^fmt)]

Description -----------

^bspline^ generates a basis of B-splines in the x-variate based on a list of knots, for use in the design matrix of a regression model. ^frencurv^ generates a basis of reference splines, for use in the design matrix of a regression model, with the property that the parameters fitted will be values of the spline at a list of reference points. The splines are either given the names in the newvarlist (if present), or (more usually) generated as a list of numbered variables, prefixed by the ^generate^ option.

Options for use with ^bspline^ and ^frencurv^ -----------------------------------------

^xvar(^varname^)^ specifies the x-variate on which the splines are based.

^power(^#^)^ (a non-negative integer) specifies the power (or degree) of the splines, eg zero for constant, 1 for linear, 2 for quadratic, 3 for cubic, 4 for quartic or 5 for quintic. If absent, zero is assumed.

^knots(^numlist^)^ specifies a list of at least 2 ascending knots, on which the splines are based. If ^knots^ are absent, then ^bspline^ will initialize th > e list to the minimum and maximum of ^xvar^, and ^frencurv^ will create a lis > t of knots equal to the reference points (in the case of odd-degree splines such as a linear, cubic or quintic) or midpoints between reference points (in the case of even-degree splines such as constant, quadratic or quartic).

^noexknot^ specifies that the original knot list is not to be extended. If ^noexknot^ is not specified, then the knot list is extended on the left and right by ^power^ extra knots on each side, spaced by the distance betwe > en the first and last 2 original knots, respectively.

^generate(^prefix^)^ specifies a prefix for the names of the generated splines, which (if there is no newvarlist) will be named as prefix1...prefix`nspline' where nspline is the number of splines.

^type(^type^)^ specifies the storage type of the splines generated (^float^ or ^double^). If ^type^ is given as anything else (or not given), then it is set to ^float^.

^labfmt(%^fmt^)^ specifies the format to be used in the variable labels for the generated splines. If absent, then it is set to the format of the ^xvar^.

Options for use with ^frencurv^ only --------------------------------------

^refpts(^numlist^)^ specifies a list of at least 2 ascending reference points, with the property that, if the splines are used in a regression model, then the fitted parameters will be values of the spline at those points. If ^ref > pts^ is absent, then the list is initialized to two points, equal to the minimum and maximum of ^xvar^.

^noexref^ specifies that the original reference list is not to be extended. If ^noexref^ is not specified, then the reference list is extended on the left and right by ^int(power/2)^ extra reference points on each side, spaced by the distance between the first and last 2 original reference poin > ts, respectively. If ^noexref^ and ^noexknot^ are both specified, then the numb > er of knots must be equal to the number of reference points plus ^power+1^.

Remarks -------

The splines generated are intended for use in the varlist of an estimation command (eg ^regress^ or ^glm^), typically with a ^noconst^ option. The rules look complicated, but they are designed to give simple defaults for most users and also a powerful choice of options for programmers and advanced users. The principles and definitions of B-splines are given in de Boor (1978) and Ziegler (1969). ^frencurv^ calculates the reference splines by calling ^bspline > ^ to calculate B-splines for the reference points and for the ^xvar^, and inverti > ng the matrix of the B-splines for the reference points to generate a transformation matrix, which is then used to transform the B-splines for ^xvar^ to reference splines for ^xvar^. The principles and definitions of reference splines are given in detail by Newson (2000).

Full documentation of the ^bspline^ package (including Methods and Formulas) is provided in the file ^bspline.pdf^, which is distributed with the ^bspline^ > package as an ancillary file (see help for @net@). It can be viewed using the Adobe Acr > obat Reader, which can be downloaded from

^http://www.adobe.com/products/acrobat/readermain.html^

Examples --------

. ^frencurv,x(weight) g(sp) r(1760(440)4840) p(3)^ . ^regress mpg sp* foreign,robust noconst^

. ^bspline,x(weight) kn(1760(440)4840) power(3) gen(bs)^ . ^regress mpg bs*,noconst^

. ^bspline spl1-spl10,x(weight) kn(1760(440)4840) pow(4) ty(double)^ . ^desc spl*^

Author ------

Roger Newson, King's College, London, UK. Email: ^roger.newson@@kcl.ac.uk^

References ----------

de Boor C. 1978. A practical guide to splines. New York: Springer Verlag.

Newson R. 2000. sg151: B-splines and splines parameterized by their values at reference points on the X-axis. Stata Technical Bulletin 57: 20-27.

Ziegler Z. One-Sided L_1-Approximation by Splines of an Arbitrary Degree. In: Schoenberg I. J. (ed.), 1969. Approximations with Special Emphasis on Spline Functions. New York: Academic Press.

Also see --------

Manual: ^[R] mkspline^ On-line: help for @mkspline@ help for @spline@, @spbase@ or @sp_adj@ if installed