segmented quantile regression and rqss
Not sure if this is what you are looking for, but just try something like: m = nlrq(y~g0+g1*x*(x<=bp) + (g1 * bp + b1 * (x-bp))*(x>bp), data=data, tau=.9,start=list(g0=1,g1=10,b1=-1,bp=5)) where 'bp' is the breakpoint between the two segments. Obviously - your starting values would change to fit your needs. HTH Stephen -- Stephen B. Cox Dept. Env. Tox TTU
On Fri, May 2, 2008 at 8:38 AM, <Griffith.Michael at epamail.epa.gov> wrote:
We have been investigating quantile regression for developing stressor - response relationships from stream monitoring data. I would like to add a segmented model to our analyses to look for thresholds in these relationships. I have figured out how to fit a model composed of multiple linear segments using rqss. Koenker gives an example in the vignette for Quantile Regression in R. However, I would like to fit a 2 - segment model. Can anyone give me pointers on how this might be done? Michael Michael B. Griffith, Ph.D. Research Ecologist USEPA, NCEA (MS A-110) 26 W. Martin Luther King Dr. Cincinnati, OH 45268 telephone: 513 569-7034 e-mail: griffith.michael at epa.gov
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