[R] piecewise linear regression

[vito muggeo]

Sorry for my delay..

If you do not know the breakpoint, I would suggest to estimate it..

Have a look to the segmented package. The relevant code here is

attach(d)
m0<-lm(percent~ year , weights=1/se)
library(segmented)
mseg<-segmented(m0,seg.Z=~year,psi=1995)
points(year, fitted(mseg))

Hope this helps you,
regards,
vito


David Winsemius ha scritto:
> It actually looked reasonably economical but the output certainly is 
> ugly. I see a variety of approaches in the r-help archives. This thread 
> discusses two other approaches, degree-one splines from Berry and hard 
> coded-coefficients from Lumley:
> 
> http://finzi.psych.upenn.edu/R/Rhelp08/archive/118046.html
> 
> The Lumley solution has the advantage which he articulates that the 
> slopes are more directly interpretabel and in this case you can see that 
> yourversion's year slope agrees with Lumley's suggested parametrization:
> 
>  > m=lm(percent~ year + pmax(year,1996) + pmin(year, 1996), weights=1/se,
> + subset=year>=1988, da=d);
>  > m
> 
> Call:
> lm(formula = percent ~ year + pmax(year, 1996) + pmin(year, 1996),     
> data = d, subset = year >= 1988, weights = 1/se)
> 
> Coefficients:
>      (Intercept)              year  pmax(year, 1996)  pmin(year, 1996)
>        1161.3126           -0.2177           -0.3494                NA
> 
> More compact output to boot.
> 

-- 
====================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612
http://dssm.unipa.it/vmuggeo