segmented

Regression Models with Break-Points / Change-Points Estimation (with Possibly Random Effects)

Last update: 16 February 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.6-3, 1.6-4, 0.1-1, 0.1-2, 0.1-3, 0.1-4, 0.2-0, 0.2-1, 0.2-2, 0.2-3, 0.2-4, 0.2-5, 0.2-6, 0.2-7.1, 0.2-7.2, 0.2-7.3, 0.2-7, 0.2-8.1, 0.2-8.2, 0.2-8.3, 0.2-8.4, 0.2-8, 0.2-9.0, 0.2-9.1, 0.2-9.2, 0.2-9.3, 0.2-9.4, 0.2-9.5, 0.3-0.0, 0.3-1.0, 0.4-0.0, 0.5-0.0, 0.5-1.0, 0.5-1.1, 0.5-1.2, 0.5-1.4, 0.5-2.0, 0.5-2.1, 0.5-2.2, 0.5-3.0, 0.5-4.0, 1.0-0, 1.1-0, 1.2-0, 1.3-0, 1.3-1, 1.3-2, 1.3-3, 1.3-4, 1.4-0, 1.4-1, 1.5-0, 1.6-0, 1.6-1, 1.6-2, 1.6-3, 2.0-0, 2.0-1, 2.0-2, 2.0-3

Description

Fitting regression models where, in addition to possible linear terms, one or more covariates have segmented (i.e., broken-line or piece-wise linear) or stepmented (i.e. piece-wise constant) effects. Multiple breakpoints for the same variable are allowed. The estimation method is discussed in Muggeo (2003, <doi:10.1002/sim.1545>) and illustrated in Muggeo (2008, <https://www.r-project.org/doc/Rnews/Rnews_2008-1.pdf>). An approach for hypothesis testing is presented in Muggeo (2016, <doi:10.1080/00949655.2016.1149855>), and interval estimation for the breakpoint is discussed in Muggeo (2017, <doi:10.1111/anzs.12200>). Segmented mixed models, i.e. random effects in the change point, are discussed in Muggeo (2014, <doi:10.1177/1471082X13504721>). Estimation of piecewise-constant relationships and changepoints (mean-shift models) is discussed in Fasola et al. (2018, <doi:10.1007/s00180-017-0740-4>).

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