Monotone Regression Splines in Action

Abstract

Piecewise polynomials or splines extend the advantages of polynomials to include greater flexibility, local effects of parameter changes and the possibility of imposing useful constraints on estimated functions. Among these constraints is monotonicity, which can be an important property in many curve estimation problems. This paper shows the virtues of monotone splines through a number of statistical applications, including response variable transformation in nonlinear regression, transformation of variables in multiple regression, principal components and canonical correlation, and the use of monotone splines to model a dose-response function and to perform item analysis. Computational and inferential issues are discussed and illustrated.