[R] breakpoints and nonlinear regression

Rolf Turner rolf.turner at xtra.co.nz
Wed Jan 18 01:16:03 CET 2012


In respect of fitting piecewise linear regressions, have you looked at
the "segmented" package?

     cheers,

         Rolf Turner

On 18/01/12 04:30, crimsonengineer87 wrote:
> Dear Forum,
>
> I have been wracking my head over this problem for the past few days. I have
> a dataset of (x,y). I have been able to obtain a nonlinear regression line
> using nls. However, we would like to do some statistical analysis. I would
> like to obtain a confidence interval for the curve. We thought we could
> divide up the curve into piecewise linear regressions and compute CIs from
> those portions. There is a package called strucchange that seems helpful,
> but I am thoroughly confused.
>
> 'breakpoints' is used to calculate the number of breaks in the data for
> linear regressions.  I have the following in my script:
>
> bp.pavlu<- breakpoints(Na ~ f(yield, a, b), h=0.15, breaks=3,
> data=pavludata)
> plot(bp.pavlu)
> breakpoints(bp.pavlu)
>
> But I am confused as to how to graph the piecewise functions that make up
> the curve. I am not even sure if I am using breakpoints correctly. Do I just
> give it a linear relationhip (Na ~ yield), instead of what I have?
>
> Is there an easier way to calculate the confidence interval for a non-linear
> regression?
>
> I am new to R (as I've read in many questions), but I have most certainly
> tried many things and am just getting frustrated with the lack of examples
> for what I'd like to do with my data... I'd appreciate any insight. I can
> also provide more information if I am not clear. Thanks in advance.



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