[R] R segmented package

[vito muggeo]

Dear Maura,
For package-specific questions, it is probably advisable to contact 
privately the author..

BTW:
 > However I cannot understand if a break-point per independent variable
 > (regressor) is handled when there are many independent variables in the
 > model, or if "segmented" can handle many breakpoints for the same
 > independent variable (time in my case) ... ?

Yes, both the statements are true. Virtually segmented is able to handle 
GLMs with any number of (linear) exaplanatory variables + any number of 
`segmented' variables, and multiple breakpoints are allowed for *each* 
`segmented' variable. See the relevant help files.

All the best,

vito


PS: I am sending you some further documentation via off-list

best,
vito


Maura E Monville ha scritto:
> Most of the data sets I'm dealing with exhibit a time trend.
> We would like to get rid of the time trend.
> The plot shows in some cases a monotonic increase of the dependent variable
> with time. This is the easiest case.
> In some other cases the plot shows a time trend where the dependent variable
> changes slope 4-5 times along the observations measurement period.
> 
> I've attempted a segmented regression and estimated the break-point
> empirically. This is a tedious error-prone process.
> I just found out that R includes a package, called "segmented",  which can
> estimate the break-point discriminating between two regression models.
> I have browsed through the on-line documentation. It is stated multiple
> break-points are supported by "segmented".
> However I cannot understand if a break-point per independent variable
> (regressor) is handled when there are many independent variables in the
> model, or if "segmented" can handle many breakpoints for the same
> independent variable (time in my case) ... ?
> 
> I would greatly appreciate some explanations and suggestions on the use of
> "segmented".
> 
> Thank you very much in advance.
> 
> Regards,
> 

-- 
====================================
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