Dear Statalisters:
I am looking at estimating some penalized spline models. I noticed that there was a user-written command -pspline-, but it's not clear what the penalty function is. See here:
https://aheblog.com/2017/12/19/metho...lised-splines/
(I am not the author of this blog post, but he did have the same question that I did)
I am wondering if anyone can shed some light on the penalty function in -pspline-, and/or let me know if there are newer methods for estimating penalized spline models in Stata.
Thank you for your time,
Jonathan
I am looking at estimating some penalized spline models. I noticed that there was a user-written command -pspline-, but it's not clear what the penalty function is. See here:
https://aheblog.com/2017/12/19/metho...lised-splines/
(I am not the author of this blog post, but he did have the same question that I did)
I am wondering if anyone can shed some light on the penalty function in -pspline-, and/or let me know if there are newer methods for estimating penalized spline models in Stata.
Thank you for your time,
Jonathan
