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I've made a macro to estimate restricted cubic spline (RCS) basis in SPSS. Splines are useful tools to model non-linear relationships. Splines are useful exploratory tools to model non-linear relationships by transforming the independent variables in multiple regression equations. See Durrleman and Simon (1989) for a simple intro. I've largely based my implementation around the various advice Frank Harell has floating around the internet (see the `rcspline`

function in his HMisc R package), although I haven't read his book (yet!!).

So here is the SPSS MACRO, and below is an example of its implementation. It takes either an arbitrary number of knots, and places them at the default locations according to quantiles of x's. Or you can specify the exact locations of the knots. RCS need at least three knots, because they are restricted to be linear in the tails, and so will return *k - 2* bases (where k is the number of knots). Below is an example of utilizing the default knot locations, and a subsequent plot of the 95% prediction intervals and predicted values superimposed on a scatterplot.

FILE HANDLE macroLoc /name = "D:TempRestricted_Cubic_Splines".

INSERT FILE = "macroLocMACRO_RCS.sps".

*Example of there use - data example taken from http://www-01.ibm.com/support/docview.wss?uid=swg21476694.

dataset close ALL.

output close ALL.

SET SEED = 2000000.

INPUT PROGRAM.

LOOP xa = 1 TO 35.

LOOP rep = 1 TO 3.

LEAVE xa.

END case.

END LOOP.

END LOOP.

END file.

END INPUT PROGRAM.

EXECUTE.

* EXAMPLE 1.

COMPUTE y1=3 + 3*xa + normal(2).

IF (xa gt 15) y1=y1 - 4*(xa-15).

IF (xa gt 25) y1=y1 + 2*(xa-25).

GRAPH

/SCATTERPLOT(BIVAR)=xa WITH y1.

*Make spline basis.

*set mprint on.

!rcs x = xa n = 4.

*Estimate regression equation.

REGRESSION

/MISSING LISTWISE

/STATISTICS COEFF OUTS R ANOVA

/CRITERIA=PIN(.05) POUT(.10) CIN(95)

/NOORIGIN

/DEPENDENT y1

/METHOD=ENTER xa /METHOD=ENTER splinex1 splinex2

/SAVE PRED ICIN .

formats y1 xa PRE_1 LICI_1 UICI_1 (F2.0).

*Now I can plot the observed, predicted, and the intervals.

GGRAPH

/GRAPHDATASET NAME="graphdataset" VARIABLES=xa y1 PRE_1 LICI_1 UICI_1

/GRAPHSPEC SOURCE=INLINE.

BEGIN GPL

SOURCE: s=userSource(id("graphdataset"))

DATA: xa=col(source(s), name("xa"))

DATA: y1=col(source(s), name("y1"))

DATA: PRE_1=col(source(s), name("PRE_1"))

DATA: LICI_1=col(source(s), name("LICI_1"))

DATA: UICI_1=col(source(s), name("UICI_1"))

GUIDE: axis(dim(1), label("xa"))

GUIDE: axis(dim(2), label("y1"))

ELEMENT: area.difference(position(region.spread.range(xa*(LICI_1+UICI_1))), color.interior(color.lightgrey), transparency.interior(transparency."0.5"))

ELEMENT: point(position(xa*y1))

ELEMENT: line(position(xa*PRE_1), color(color.red))

END GPL.

See the macro for an example of specifying the knot locations. I also placed functionality to estimate the basis by groups (for the default quantiles). My motivation was partly to replicate the nice functionality of ggplot2 to make smoothed regression estimates by groups. I don't know off-hand though if having different knot locations between groups is a good idea, so caveat emptor and all that jazz.

I presume this is still needed functionality in SPSS, but if this was not needed let me know in the comments. Other examples are floating around (see this technote and this Levesque example), but this is the first I've seen of implementing the restricted cubic splines.

#datavisualization

#MACRO

#SPSS

#SPSSStatistics

#Visualization

8 comments

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Archive User

Thu September 21, 2017 01:22 PM

Whoops, gave the wrong link, here is the link to the restricted cubic spline code. https://dl.dropboxusercontent.com/s/xndrv8vgx12v6gd/MACRO_RCS.sps?dl=0

The macro doesn't have anything to do directly with making graphs. The macro just returns a set of separate variables that are the spline basis, and can be used as independent variables in any regression (be it linear or logistic or whatever).

To recreate a similar chart to what I show for OLS, you could use the GENLIN command to save the lower and upper confidence intervals (to recreate prediction intervals it looks like you will have to calculate your own - but the save commands have all the necessary ingredients). The scatter points just end up being less revealing because all of the points are at two locations on the Y axis (either 0 or 1). People often use jittering and/or rug plots in those circumstances.

If you have any other questions feel free. I figure a post on the type of chart viz. logistic regression would be a good topic and is somewhere in the to-do list, although who knows when I will have time to get to it.

Thanks for the macro.

I'm curretly evaluating the usefulness of splines on one of my PhD projects and using a STATA syntax for that. Since I'm much more used to SPSS this really comes in handy.

I do have a question though. Since the graph takes advantage of the "ICIN" option for the regression, I cannot easily (to my knowledge) reproduce the same kind of graph for a logistic regression. With this, my question: is there a way to adapt the macro to run with logistic regressions?

Best Regards,

Thomas