An exercise in non-linear modeling

Finding the right curve can be tricky. The image is CC by Martin Gommel.

Finding the right curve can be tricky. The image is CC by Martin Gommel.

In my previous post I wrote about the importance of age and why it is a good idea to try avoiding modeling it as a linear variable. In this post I will go through multiple options for (1) modeling non-linear effects in a linear regression setting, (2) benchmark the methods on a real dataset, and (3) look at how the non-linearities actually look. The post is based on the supplement in my article on age and health-related quality of life (HRQoL). Continue reading