Thank u Doctor Muggeo, I was just getting familiar with your package this morning..i find it interesting 'cause so far is the only one that allows estimations for the single slope parameters between brakepoints, by the slope() function. Contrarily, supposing only one knot in a linear regression,I don't understand why the anova tables would consider meaningless showing the p-value for the 2nd stick slope... Also in other packages (splines, gss) I have found that dominates the same indifference toward the "remaining" stick's slope coefficient's estimation/inference... I think this is a crucial aspect left unchecked . Consider a slightly L shaped trend in a scatterplot where while fixing one knot at the presumed L conjunction we would have that the left regressd slope had a significant coefficient (different from zero) while the rightmost not...,and I think this would be a crucial information in the scenario of some time trend analysis since we would be able to say that on the knot leftside the relation time-response was significant while on the right not..
Well if I haven't mistaken myself I think this is a hardly extrapolating info from the current summary displays. am I too trivial or i'm actually missing somenthing?? thank u if u wish an answer..i'm quite puzzled on that point 2011/1/15 vito.muggeo <vito.mug...@unipa.it> > dear all, > The package segmented allows to estimate piecewise linear relationships > (*connected* > lines, i.e. a gradual change in the slope) with several breakpoints (known > or unknown) > within (generalized) linear models.. > The package also includes some functions for plotting and testing.. > > Have a look to > library(help=segmented) > ?segmented > > and references therein (there is a Rnews paper that could be useful..) > > vito > > PS If I remember correctly strucchange fits "piecewise constant" models, > i.e. sudden > changes in the intercept. > > > ==================================== > Vito M.R. Muggeo > Dip.to Sc Statist e Matem `Vianelli' > Università di Palermo > viale delle Scienze, edificio 13 > 90128 Palermo - ITALY > tel: 091 23895240 > fax: 091 485726/485612 > http://dssm.unipa.it/vmuggeo > ==================================== > > On Fri, 14 Jan 2011 14:14:26 -0500, John Sorkin wrote > > If you know the knot and want linear segments, lm (or any other "normal" > > regression software) can perform the analysis. For example if you want to > > regress y on x and have a knot a 20 the following code will work: > > > > x <- runif(500,0,40) > > plot(x) > > > > for (i in 1:500) { > > if (x[i] < 20) y[i] <- (-0.5*x[i])+rnorm(1) > > if (x[i] >= 20) y[i] <- ( 0.5*x[i])+rnorm(1) -20 > > } > > > > plot(x,y) > > > > knot <- 20 > > aboveknot <- pmax(x-knot,rep(0,500))# will be 0 for x < 20, x for x >20 > > fit1 <- lm(y~x+aboveknot) > > summary(fit1) > > > > The analysis will give you three parameters > > (1) the intercept > > (2) the slope of below 20 > > (3) the difference between the slope below 20 and above 20 > > > > John > > > > John Sorkin M.D., Ph.D. > > Chief, Biostatistics and Informatics > > Baltimore VA Medical Center GRECC, > > University of Maryland School of Medicine Claude D. Pepper OAIC, > > University of Maryland Clinical Nutrition Research Unit, and > > Baltimore VA Center Stroke of Excellence > > > > University of Maryland School of Medicine > > Division of Gerontology > > Baltimore VA Medical Center > > 10 North Greene Street > > GRECC (BT/18/GR) > > Baltimore, MD 21201-1524 > > > > (Phone) 410-605-7119 > > (Fax) 410-605-7913 (Please call phone number above prior to faxing) > > jsor...@grecc.umaryland.edu > > > > >>> Gene Leynes <gleyne...@gmail.com <gleynes%...@gmail.com>> 1/14/2011 > 11:50 AM >>> > > oh yes, and the structchange package. > > > > After a day of experimentation I couldn't figure out how to get the > > structchange package to work for my problems. Although it is probably > user > > error on my part, the package seems to be specific to time series > problems. > > Also, I think it needed regularly spaced x's... but maybe that would be a > > good thing to look at as part of a two step approach (smoothing first to > get > > regularly spaced data). > > > > PS: Actually, I just noticed that there are some other help topics that > I > > had not read yet which went up last November. > > http://r-project.markmail.org/thread/npjhlwwt6oh3sby3 > > > > On Fri, Jan 14, 2011 at 10:25 AM, Spencer Graves < > > spencer.gra...@structuremonitoring.com> wrote: > > > > > Hello: > > > > > > > > > I just found 58 help pages in 32 contributed packages containing > the > > > terms "piecewise" and "regression", as follows: > > > > > > > > > library(sos) > > > pr <- ???'piecewise regression' # for "piecewise" with "regression" > > > summary(pr) # 58 matches in 32 packages > > > pr # view the 58 links sorted by package in a web browser > > > > > > p.r <- ???"{piecewise regression}" # for "piecewise" followed immediate > by > > > "regression" > > > summary(p.r) # 15 matches in 13 packages > > > p.4 # to view in a web browser > > > > > > > > > Beyond this, the "structchange" package supports looking for > changes > > > that would be, e.g., linear in one segment then jump to a different > linear > > > regime. If you want the lines to connect, then you may want splines. > > > Probably the most common spline is cubic, but you can also get linear > > > splines. One of the most general spline packages is "fda" (functional > data > > > analysis), with multiple companion books by James Ramsay and others. > > > However, there are other spline packages. > > > > > > > > > If this does not answer your question, "PLEASE do read the posting > > > guide http://www.R-project.org/posting-guide.html and provide > commented, > > > minimal, self-contained, reproducible code", as it says in the > signature > > > block for each email on this list. > > > > > > > > > Hope this helps. > > > Spencer Graves > > > > > > > > > > > > On 1/14/2011 6:42 AM, Federico Bonofiglio wrote: > > > > > >> Hello everybody!!!! > > >> > > >> Quick question, if you'd like to throw a little tip: > > >> does anyone knows a function that runs piecewise regression models > with > > >> coefficients estimation and inferences ? > > >> > > >> Thank you > > >> > > >> [[alternative HTML version deleted]] > > >> > > >> ______________________________________________ > > >> R-help@r-project.org mailing list > > >> https://stat.ethz.ch/mailman/listinfo/r-help > > >> PLEASE do read the posting guide > > >> http://www.R-project.org/posting-guide.html > > >> and provide commented, minimal, self-contained, reproducible code. > > >> > > >> > > > ______________________________________________ > > > R-help@r-project.org mailing list > > > https://stat.ethz.ch/mailman/listinfo/r-help > > > PLEASE do read the posting guide > > > http://www.R-project.org/posting-guide.html > > > and provide commented, minimal, self-contained, reproducible code. > > > > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > > > Confidentiality Statement: > > This email message, including any attachments, is for th...{{dropped:6}} > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > > -- > Open WebMail Project (http://openwebmail.org) > > [[alternative HTML version deleted]]
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