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Segmented regression

2 messages · Power, Brendan D (Toowoomba), vito muggeo

Original
vito muggeo
# 
Dear Brendan,
I am not sure to understand your code..

It seems to me that your are interested in fitting a one-breakpoint 
segmented relationship in each level of your grouping variable

If this is the case, the correct code is below.
In order to fit a segmented relationship in each group you have to 
define the relevant variable before fitting, and to constrain the last 
slope to be zero you have to consider the `minus' variable..(I discuss 
these points in the submitted Rnews article..If you are interested, let 
me know off list).

If my code does not fix your problem, please let me know,

Best,
vito

##--define the group-specific segmented variable:
X<-model.matrix(~0+factor(group),data=df)*df$tt
df$tt.KV<-X[,1] #KV
df$tt.KW<-X[,2]   #KW
df$tt.WC<-X[,3]   #WC

##-fit the unconstrained model
olm<-lm(y~group+tt.KV+tt.KW+tt.WC,data=df)
os<-segmented(olm,seg.Z=~tt.KV+tt.KW+tt.WC,psi=list(tt.KV=350, 
tt.KW=500, tt.WC=350))
#have a look to results:
with(df,plot(tt,y))
with(subset(df,group=="RKW"),points(tt,y,col=2))
with(subset(df,group=="RKV"),points(tt,y,col=3))
points(df$tt[df$group=="RWC"],fitted(os)[df$group=="RWC"],pch=20)
points(df$tt[df$group=="RKW"],fitted(os)[df$group=="RKW"],pch=20,col=2)
points(df$tt[df$group=="RKV"],fitted(os)[df$group=="RKV"],pch=20,col=3)


#constrain the last slope in group KW
tt.KW.minus<- -df$tt.KW
olm1<-lm(y~group+tt.KV+tt.WC,data=df)
os1<-segmented(olm1,seg.Z=~tt.KV+tt.KW.minus+tt.WC,psi=list(tt.KV=350, 
tt.KW.minus=-500, tt.WC=350))
#check..:-)
slope(os1)

with(df,plot(tt,y))
with(subset(df,group=="RKW"),points(tt,y,col=2))
with(subset(df,group=="RKV"),points(tt,y,col=3))
points(df$tt[df$group=="RWC"],fitted(os1)[df$group=="RWC"],pch=20)
points(df$tt[df$group=="RKW"],fitted(os1)[df$group=="RKW"],pch=20,col=2)
points(df$tt[df$group=="RKV"],fitted(os1)[df$group=="RKV"],pch=20,col=3)






Power, Brendan D (Toowoomba) ha scritto: