On Aug 29, 2009, at 7:56 AM, Markus Gesmann wrote:

Dear R-help,

Suppose I have the following data:

df=data.frame(x=1:10, y=c(1,2,3,4,5,12,14,16,18,20))
plot(y~x, df, t="b")

How can I fit a model which estimates the slopes between x = 1-5, 5-6, and 6-10?

Adding the factor f:

df$f <-  gl(2,5)

Allows me to fit a linear model with interaction

lm(y ~ x:f, data=df)

which gives me the slope of 1 and 2 between 1-5, and 6-10 respectively, however it can not cope with the change from 5 to 6.

Can you be a bit more mathematically precise, ... and less anthropomorphic, in explaining what you mean by "cannot cope"? When I look at the plot of fitted values I fail to see any "coping" deficiencies, at least with my understanding regarding what you were expecting .... about which I am very much guessing at this point. Did you want only two regression lines that share a joinpoint at x=5.5?


I would appreciate if someone could point me into the right direction.

Many thanks

Markus

David Winsemius, MD
Heritage Laboratories
West Hartford, CT

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