Friday, February 03, 2006

st: median cubic spline assumptions

Hello statalisters,

A statistics question, not really Stata related:

In a recent paper, I used median cubic splines to graphically explore non-linearity in the relationship between two continuous variables. The independent variable, although continuous, was slightly clustered and as a result there were some gaps where no data were available. The reviewer said that because of this, the median cubic spline is not appropriate beacuse it is adapted from time series approaches and requires equidistant data of equal weight for meaningful interpretation. I did not find this prerequisite for this approach in any of my references, or in the Stata documentation. Has anyone else encountered this issue? Is the median cubic spline transformation only appropriate when responses are equidistant? Thanks for any insights, Tim

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