I would like to do a linear regression analysis with splines in Stata 14. My goal is inference (what is the effect of x), not prediction. Something like this:
Code:
mkspline2 x_spline = x, nknots(4) cubic regress y x_spline* cov1 cov2 cov3
1) What is the best way to assess Statistical significance of x? Is it by looking at each of the 95%CIs for the x_splines, or should I do some test of overall effect, lincom etc?
2) What is the "best" way to report the estimates for x_spline*? Is it to make a graph and comment on it, and/or report predicted values of y at certain values of x?
Best regards,
Kjell Weyde
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