Comparing switchpoints from segmented
Dear Rob, Rob Knell ha scritto:
Hello everyone Not strictly an R question but close... hopefully someone will be able to help. I wish to compare the switchpoints in two switchpoint regressions. The switchpoints were estimated using the segmented library
It's a package. running in R, and I have standard errors for the estimates. I
initially thought I could just bootstrap confidence intervals for the difference between the switchpoints, but I have been having trouble with getting this to work because for about 25% of the bootstrap samples the algorithm in segmented fails to converge. So I had another think, and I thought that maybe I could just do a t-test: knowing the estimated switchpoints and their standard errors I can easily calculate the SE of the difference, so I can calculate a t-value using that. My question is whether there is anything wrong with doing it this way, and if not, how many degrees of freedom should I use? I would guess at df=n1-5+n2-5 5 df lost for each sample because two slopes, two intercepts and one switchpoint have been estimated, but I'm not sure: I'm but a humble biologist and not very good at this sort of thing.
The SE() of the breakpoints are reliable only for large samples and/and with clear-cut relationships. Having said that, I think that you can compare them by using the approximate t-like studentized statistic, but results have to taken with care.. The relevant sampling distribution is unknown (it depends on the location of the breakpoint, (standardized) difference-in-slope, sample size and, to some extend, distribution of the `segmented variable') . Therefore quantiles of a t distributions are not appropriate in theory, but in practice someone uses them..BTW the model parameters are 4 (intercept+two slopes+ breakpoint, the regression lines are joined at the breakpoint). Hope this helps you, best, vito
Any help gratefully received Thanks Rob Knell School of Biological and Chemical Sciences Queen Mary, University of London 'Phone +44 (0)20 7882 7720 Skype Rob Knell Research: http://webspace.qmul.ac.uk/rknell/ "The truth is that they have no clue why the beetles had horns, it's the researchers who have sex on the brain and everything has to have a sexual explanation. And this is reasearch?!" Correspondent known as FairOpinion on Neo-Con American website discussing my research. [[alternative HTML version deleted]]
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==================================== Vito M.R. Muggeo Dip.to Sc Statist e Matem `Vianelli' Universit? di Palermo viale delle Scienze, edificio 13 90128 Palermo - ITALY tel: 091 6626240 fax: 091 485726/485612