[R] piecewise linear regression

[David Freedman]

Hi - I'd like to construct and plot the percents by year in a small data set
(d) that has values between 1988 and 2007.  I'd like to have a breakpoint
(buy no discontinuity) at 1996.  Is there a better way to do this than in
the code below?

> d
   year percent   se
1  1988    30.6 0.32
2  1989    31.5 0.31
3  1990    30.9 0.30
4  1991    30.6 0.28
5  1992    29.3 0.25
6  1994    30.3 0.26
7  1996    29.9 0.24
8  1998    28.4 0.22
9  2000    27.8 0.22
10 2001    26.1 0.20
11 2002    25.1 0.19
12 2003    24.4 0.19
13 2004    23.7 0.19
14 2005    25.1 0.18
15 2006    23.9 0.20

dput(d)
structure(list(year = c(1988L, 1989L, 1990L, 1991L, 1992L, 1994L, 
1996L, 1998L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 
2007L), percent = c(30.6, 31.5, 30.9, 30.6, 29.3, 30.3, 29.9, 
28.4, 27.8, 26.1, 25.1, 24.4, 23.7, 25.1, 23.9, 23.9), se = c(0.32, 
0.31, 0.3, 0.28, 0.25, 0.26, 0.24, 0.22, 0.22, 0.2, 0.19, 0.19, 
0.19, 0.18, 0.2, 0.18)), .Names = c("year", "percent", "se"), class =
"data.frame", row.names = c(NA, 
-16L))

with(d,plot(year,percent,pch=16,xlim=c(1988,2007)))
m=lm(percent~ year + I(year-1996):I(year <= 1996), weights=1/se,
subset=year>=1988, da=d); 
points(d$year,predict(m,dafr(year=d$year)),type='l',lwd=2,col='red')

thanks very much
David Freedman


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