[R] linear model with interaction / segments

[Markus Gesmann]

Dear R-help,

Suppose I have the following data:

df=data.frame(x=1:10, y=c(1,2,3,4,5,12,14,16,18,20))
plot(y~x, df, t="b")

How can I fit a model which estimates the slopes between x = 1-5, 5-6,  
and 6-10?

Adding the factor f:

df$f <-  gl(2,5)

Allows me to fit a linear model with interaction

lm(y ~ x:f, data=df)

which gives me the slope of 1 and 2 between 1-5, and 6-10  
respectively, however it can not cope with the change from 5 to 6.

I would appreciate if someone could point me into the right direction.

Many thanks

Markus