Model selection for univariable fractional polynomials

Since Royston and Altman's 1994 publication ( 43: 429-467), fractional polynomials have steadily gained popularity as a tool for flexible parametric modeling of regression relationships. In this article, I present fp_select, a postestimation tool for fp that allows the user to select a parsimon...

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Veröffentlicht in:The Stata journal Jg. 17; H. 3; S. 619
1. Verfasser: Royston, Patrick
Format: Journal Article
Sprache:Englisch
Veröffentlicht: United States 01.09.2017
Schlagworte:
model selection
st0488
continuous covariate
fractional polynomials
fp_select
regression models
ISSN:1536-867X
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Zusammenfassung:Since Royston and Altman's 1994 publication ( 43: 429-467), fractional polynomials have steadily gained popularity as a tool for flexible parametric modeling of regression relationships. In this article, I present fp_select, a postestimation tool for fp that allows the user to select a parsimonious fractional polynomial model according to a closed test procedure called the fractional polynomial selection procedure or function selection procedure. I also give a brief introduction to fractional polynomial models and provide examples of using fp and fp_select to select such models with real data.
Bibliographie:ObjectType-Article-1
SourceType-Scholarly Journals-1
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ISSN:1536-867X
DOI:10.1177/1536867X1701700305