[R] linear model with interaction / segments

[Gavin Simpson]

On Sat, 2009-08-29 at 12:56 +0100, 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?

Does the segmented package do what you want?

G

> 
> 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.
> 
> I would appreciate if someone could point me into the right direction.
> 
> Many thanks
> 
> Markus
> 
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