Best fitting curve

Steve Simon

2000/01/26

[StATS]: Best fitting curve (created 2000-01-26).

Dear Professor Mean, I have a graph of the trend for the mean frequency of injuries among children from 1 to 11 years of age. The shape of the curve suggests a nonlinear relationship between the age and the frequency of injuries. Is there some software that would provide the best fitting curve for this data from among a large family of nonlinear curves?

You might want to think twice about this endeavor. Finding the best fitting curve from among a large family of curves has some of the same pitfalls that stepwise regression has. Both approaches will tend to overfit your data.

In particular, any statistical tests would be invalid when you select the curve solely on the basis of your data. The curve you get will not extrapolate well beyond the range of your data, and it is likely to have poor agreement with any future data you collect.

If you don’t have any a priori or theoretical basis from which to choose an equation, then a nonparametric approach like smoothing splines has a lot of appeal. In particular, you might find a generalization of Poisson regression, the generalized additive model, to work very well here. Refer to Hastie and Tibshirani’s book for more details.

Further reading

  1. Generalized Additive Models (1990) Trevor J. Hastie and Robert Tibshirani. London England: Chapman and Hall. ISBN: 0-412-34390-8.

This page was written by Steve Simon while working at Children’s Mercy Hospital. Although I do not hold the copyright for this material, I am reproducing it here as a service, as it is no longer available on the Children’s Mercy Hospital website. Need more information? I have a page with general help resources. You can also browse for pages similar to this one at Category: Modeling issues.

this one at Category: Modeling issues. with general help resources. You can also browse for pages similar to Children’s Mercy Hospital website. Need more information? I have a page reproducing it here as a service, as it is no longer available on the Hospital. Although I do not hold the copyright for this material, I am This page was written by Steve Simon while working at Children’s Mercy