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Protip: use a spline for age, not age + age². That misses a lot of nonlinear patterns and suggests curvelinear interpretations that may be wrong. Easy to do with the rms package for R. https://web.as.uky.edu/statistics/users/pbreheny/764-F11/notes/9-27.pdf …
With rms, it's as easy as adding rcs(x, 3) in your model formula. The 3 is the number of knots (points where functions meet), so you can add more if your data can support it & it is needed (usually it is not).
Interesting, thanks! I'll have to mess with that sometime.
Let me know if you need some examples. Since reading @f2harrell's book, I've been using his package all the time for my regression modeling needs. Was considering writing a nicer wrapper for the function so I can get standardized betas (Frank doesn't like them.)
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