[R-sig-eco] multivariate segmented regresion
Paolo Piras
paolo.piras at uniroma3.it
Thu Apr 23 16:28:56 CEST 2015
Hi folks,
I write to the list in to ask if someone knows if exists the possibility to perform a segmented multivariate regression (with multivariate response) similar to what we can find in the "segmented" package that handles only univariate response.
Doing it by hand would imply to perform a log-lik ratio test between a series of submodels. Unfortunately (both in "lmtest" package and in "epicalc") lrtest() does not work on models with multivariate responses.
Does anyone have some suggestion for this issue?
Thanks in advance
paolo
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