I wrote a tutorial on how to construct linear spline (also known as piecewise) models using Stata, which has been uploaded to my RPubs site.
Previously, I have developed tutorial on using the linear spline method for interrupted time series analsyis with Stata. However, I did not properly go over the mkspline commands.
In this tutorial, I review the mkspline command and the marginal option to generate coefficients that could be interpreted as the slope within each segment or the change in slope between segments, respectively.