Dear Maura, For package-specific questions, it is probably advisable to contact privately the author..
BTW: > However I cannot understand if a break-point per independent variable > (regressor) is handled when there are many independent variables in the > model, or if "segmented" can handle many breakpoints for the same > independent variable (time in my case) ... ? Yes, both the statements are true. Virtually segmented is able to handle GLMs with any number of (linear) exaplanatory variables + any number of `segmented' variables, and multiple breakpoints are allowed for *each* `segmented' variable. See the relevant help files. All the best, vito PS: I am sending you some further documentation via off-list best, vito Maura E Monville ha scritto: > Most of the data sets I'm dealing with exhibit a time trend. > We would like to get rid of the time trend. > The plot shows in some cases a monotonic increase of the dependent variable > with time. This is the easiest case. > In some other cases the plot shows a time trend where the dependent variable > changes slope 4-5 times along the observations measurement period. > > I've attempted a segmented regression and estimated the break-point > empirically. This is a tedious error-prone process. > I just found out that R includes a package, called "segmented", which can > estimate the break-point discriminating between two regression models. > I have browsed through the on-line documentation. It is stated multiple > break-points are supported by "segmented". > However I cannot understand if a break-point per independent variable > (regressor) is handled when there are many independent variables in the > model, or if "segmented" can handle many breakpoints for the same > independent variable (time in my case) ... ? > > I would greatly appreciate some explanations and suggestions on the use of > "segmented". > > Thank you very much in advance. > > Regards, > -- ==================================== 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 fax: 091 485726/485612 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.