Spline Regression Models

Overview

Spline Regression Models shows the nuts-and-bolts of using dummy variables to formulate and estimate various spline regression models. For some researchers this will involve situations where the number and location of the spline knots are known in advance, while others will need to determine the number and location of spline knots as part of the estimation process. Through the use of a number of straightforward examples, the authors will show readers how to work with both types of spline knot situations as well ...

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Overview

Spline Regression Models shows the nuts-and-bolts of using dummy variables to formulate and estimate various spline regression models. For some researchers this will involve situations where the number and location of the spline knots are known in advance, while others will need to determine the number and location of spline knots as part of the estimation process. Through the use of a number of straightforward examples, the authors will show readers how to work with both types of spline knot situations as well as offering practical, down-to-earth information on estimating splines.

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Product Details

Meet the Author

Specializing in econometric methods, epidemiology and mathematical economics. Retired from teaching but active in research and publication. Greatly enjoying retirement.

Serving as an independent columnist in economics and other topics for the Kansas City Star. For an alternative to Paul Krugman's New York Times commentary, check Twitter for ND_Prof_Marsh. ( Note: the author takes sole responsibility for his opinions which do not necessarily correspond to those of his colleagues, the Department or the University.) Book on commentaries in progress (release date will be late 2010 or early 2011).

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Table of Contents

1. General Introduction
2. Introduction to Spline Models
3. Splines with Known Knot Locations
4. Splines with Unknown Knot Locations
5. Splines with an Unknown Number of Knots
6. Summary and Conclusions
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