segmented quantile regression and rqss

-----Original Message-----
From: r-sig-ecology-bounces at r-project.org
[mailto:r-sig-ecology-bounces at r-project.org] On Behalf Of
Stephen B. Cox
Sent: Friday, May 02, 2008 10:33 AM
To: Griffith.Michael at epamail.epa.gov
Cc: r-sig-ecology at r-project.org
Subject: Re: [R-sig-eco] 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