[R] Intercept in model formulae.

[vito muggeo]

For two-parameter model (only two slopes) use the following equation
> coef(lm(y ~ 0+x+pmax(x-10,0)))
              x pmax(x - 10, 0)
            1.0            -0.5
or lm(y ~ x+pmax(x-10,0)-1)).
coef(obj)["x"] is the left slope and
(coef(obj)["x"]+coef(obj)["pmax(x-10,0)"])
is the right slope.
Therefore you might test immediately for the existence of the breakpoint
through the coefficient pmax(x-10,0), the differece-in-slope parameter.

best,
vito

----- Original Message -----
From: "David Orme" <d.orme at ic.ac.uk>
To: <r-help at stat.math.ethz.ch>
Sent: Friday, August 30, 2002 10:13 AM
Subject: [R] Intercept in model formulae.


> Hi,
>
> I'm trying to create a linear model for a dataset that has a breakpoint
e.g.
>
> # dummy dataset
> x <- 1:20
> y <- c(1:10,seq(10.5,15,0.5))
> plot(x,y)
>
> I've modelled this using the following formula:
>
> temp <- lm(y ~ x*(x<=10)+x*(x>10))
>
> I want to be able to omit the intercept (i.e. force the line through
> zero) from the first of these segments (x<=10) so that I'm only
> estimating one intercept and two slopes. I've tried including -1 in
> the formula, folllowing the lm(y ~ x -1) syntax  to omit the
> intercept from lm(y ~x) but the linear model still returns an
> estimate of the intercept of the first segment. I can't work out what
> the syntax for the formula should be. Is it possible in one step or
> do I have to fit the two lines as two models?
>
> Any suggestions?
>
> Thanks in advance,
>
> David Orme
>
> >  R.version
>           _
> platform ppc-apple-macos
> arch     ppc
> os       MacOS
> system   ppc, MacOS
> status
> major    1
> minor    5.0
> year     2002
> month    04
> day      29
> language R
> -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.
-.-.-
> r-help mailing list -- Read
http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> Send "info", "help", or "[un]subscribe"
> (in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
>
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._.
_._
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._