best way to fit a model

Em Sex 09 Set 2005 15:25, Achim Zeileis escreveu:
On Fri, 9 Sep 2005 14:55:04 -0300 Ronaldo Reis-Jr. wrote:
Hi,

I have some data that have this behaviour:
|*******
|        *
|          *
|            *
|              *
|----------------

What is the best and simpler way to fit this in R?
If the changepoint is known, then this is straightforward using lm:

I try this. But my doubt now is:

How to justify this kind of analysis? Why dont use any linearized or
non linear regression to fit this? Something like a log function (I
try but is not a good function).
The motivation usually comes from subject-matter knowledge. For example,
such changepoint models are accepted by practitioners as good proxies
for certain biological processes. If you think that the data-generating
process might contain a structural change, why not model it as such?
Z
Thanks
Ronaldo
-- 
Your reasoning is excellent -- it's only your basic assumptions that
are wrong.
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best way to fit a model

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