Hi Dears,

When I introduce an interaciton in a piecewise model I obtain some quite
unusual results.

If that would't take u such a problem I'd really appreciate an advise from
you.

I've reproduced an example below...

Many thanks




x<-rnorm(1000)

y<-exp(-x)+rnorm(1000)

plot(x,y)
abline(v=-1,col=2,lty=2)


mod<-lm(y~x+x*(x>-1))

summary(mod)

yy<-predict(mod)

lines(x[order(x)],yy[order(x)],col=2,lwd=2)


#--lme

#grouping factor, unbalanced

g<-as.character(c(1:200))
id<-sample(g,size=1000,replace=T,
prob=sample(0:1,200,rep=T))

table(id)   #unbalanced



mod2<-lme(y~x+x*(x>-1),random=~x|id,
data=data.frame(x,y,id))

summary(mod2)


newframe<-data.frame(  #fictious id
id="fictious",
x)

newframe[1:5,]

#predictions

yy2<-predict(mod2,level=0, newdata=newframe)


lines(x[order(x)],yy2[order(x)],col="blue",lwd=2)



# add variable in the model

z<-rgamma(1000,4,6)

mod3<-lme(y~x+x*(x>-1)+z
,random=~x|id,
data=data.frame(x,y,z,id))

summary(mod3)


#new id

newframe2<-data.frame(  #fictious id
id="fictious",
x,
z)


#predict

yy3<-predict(mod3,level=0, newdata=newframe2)


lines(x[order(x)],yy3[order(x)],col="green",lwd=2)



# ADD INTERACTION  z:x



mod4<-lme(y~x+x*(x>-1)+

z+
   z:x+
         z:x*(x>-1)

   ,random=~x|id,
data=data.frame(x,y,z,id))



#predict

yy4<-predict(mod4,level=0, newdata=newframe2)


lines(x[order(x)],yy4[order(x)],col="violet",lwd=2)  #something bizarre
                                                    #starts to happen
                                                    #in the predicted values

# they begin to jiggle around the straight line








-- 
*Little u can do against ignorance,....it will always disarm u:
is the 2nd principle of thermodinamics made manifest, ...entropy in
expansion.**....But setting order is the real quest 4 truth, ......and the
mission of a (temporally) wise dude.
*

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