[R] gradually switching regression

[Vito Muggeo (UniPa)]

Hi,
Although Bacon&Watts (1971) assume a transition, the aim is to estimate 
the breakpoint where the linear relationship changes. The start- and 
end-point of the transition phase are not parameters to estimate ; it is 
a trick to estimate the model.

As a possible alternative, you could have a look to package segmented 
where pure piecewise straight-lines are fitted..

Hope this helps you..
vito

Benjamin Volland ha scritto:
> Hello,
> I'm trying to find an algorithm to estimate a switching regression model 
> based on the 1990 Economics Letters paper by Ohtani/Kakimoto/Abe or the 
> earlier version from 1985 (Ohtani/Katayama, Economic Studies Quarterly; 
> assuming as a transition path a polynomial of order 1).
> 
> I found an idea for using nls here: 
> http://www.biostat.wustl.edu/archives/html/s-news/2000-04/msg00223.html. 
> Unfortunately it's based on the 1971 Bacon&Watts model, which does not 
> allow obtaining explicitly both start- and end-point of the transition 
> phase. If anyone stumbled across such a function or has suggestions on 
> how to do it, I would greatly appreciate hearing about them.
> 
> Thanks so much
> Ben Volland
> 
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-- 
====================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
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http://dssm.unipa.it/vmuggeo