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Model selection for univariable fractional polynomials.
The Stata journal Pub Date : 2017-07-01
Patrick Royston 1
Affiliation  

Since Royston and Altman's 1994 publication (Journal of the Royal Statistical Society, Series C 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.

中文翻译:

单变量分数多项式的模型选择。

自 Royston 和 Altman 的 1994 年出版物(皇家统计学会杂志,C 系列 43:429-467)以来,分数多项式作为回归关系的灵活参数建模工具已稳步普及。在本文中,我介绍了 fp_select,这是一种 fp 的后估计工具,它允许用户根据称为分数多项式选择程序或函数选择程序的封闭测试程序来选择简约分数多项式模型。我还简要介绍了分数多项式模型,并提供了使用 fp 和 fp_select 选择具有真实数据的此类模型的示例。
更新日期:2019-11-01
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