Interpretation / Usage of davies.test

Hello R-Users,

I have a Problem in understanding my results using the davies.test

I read the pdf-documentation on the segmented package and followed the
instructions.



1st performing the Davies.test :

davies.test(reg1.2,~lagBYmean)

         Davies' test for a change in the slope



data:  Model =  gaussian , link = identity

formula = num_FCRlong ~ GDP + cupol_GDPpCapita + fort_budget +
fort_percentDebt + linpol_primSurplus + Inflation + lagBYmean

segmented variable = lagBYmean

`Best' at = 24.4831, n.points = 10, p-value = 0.001242

alternative hypothesis: two.sided



So the Null can be rejected at 1% level.



2nd performing the automatic procedure to estimate breakpoints:

#### Breakpoint -Estimation

a<-segmented.lm(reg1.2,seg.Z=~lagBYmean ,psi=list(lagBYmean=NA),

+ control=seg.control(stop.if.error=FALSE,n.boot=0))

Warnmeldung:

No breakpoint estimated



I thought the result of the Davies Test told me there?s a change in the
coefficient slope. So in the next step I want to get to know the
breakpoint(s),

But the procedure tells me, there is none.

What am I doing wrong? And in which step?





Thanks for your attention and help,

Katie M




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