*! version 1.1.0 12jul2012

Title

xmfp -- Multivariable fractional polynomial models with extensions

Syntax

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

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: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

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 varlist.

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