Re: Choosing the number or position of knots piecewise cubic spline

On Feb 9, 5:33 am, Ubuntu <stefan...@xxxxxxxxxxx> wrote:
Hello,

I am trying to fit a piecewise cubic spline using SAS proc reg but do not know how to choose the number and position of knots.

Do you know any algorithm or piece of SAS code which could be used to find an optimal solution?

The book

Semiparametric Regression
by David Ruppert, M. P. Wand, and R. J. Carroll
http://www.stat.tamu.edu/~carroll/semiregbook/

discusses this, and the web site has code in SAS and other languages.


I tried Gauss-Newton type of algorithm did not get good results. Not sure what went wrong.

Thank you in advance

Ubuntu


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