[R] linear model with interaction / segments
Markus Gesmann
markus.gesmann at web.de
Sat Aug 29 13:56:18 CEST 2009
Dear R-help,
Suppose I have the following data:
df=data.frame(x=1:10, y=c(1,2,3,4,5,12,14,16,18,20))
plot(y~x, df, t="b")
How can I fit a model which estimates the slopes between x = 1-5, 5-6,
and 6-10?
Adding the factor f:
df$f <- gl(2,5)
Allows me to fit a linear model with interaction
lm(y ~ x:f, data=df)
which gives me the slope of 1 and 2 between 1-5, and 6-10
respectively, however it can not cope with the change from 5 to 6.
I would appreciate if someone could point me into the right direction.
Many thanks
Markus
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