Hi: Perhaps something like
f1(x, y) * I(z > 0) + f2(x, y) * I(z <= 0) ?? HTH, Dennis On Fri, Mar 11, 2011 at 3:10 AM, Otto Kässi <otto.ka...@gmail.com> wrote: > Dear r-helpers, > > This might be an elementary question, but I have a hard time getting > my head around it, so all help is much appreciated. > > I am working on a nonlinear regression model of the form > > if z > 0 > y = f1(x,y), > else > y = f2(x,t) . > > In other words, the functional form of f(.) changes according to some > criteria z. Natural approach would be to fit two models, i.e. > model1 <- nlm(y ~ ..., data=data[data$z > 0,]), > model2 <- nlm(y ~ ..., data=data[data$z <= 0,]). > But this is unfeasible since both models contain the same variable x > and I would like to estimate the coefficient on x using both subsets > of the data. > > My first shot would be to do something like this: > formula <- ifelse(z > 0, "y ~ f(x,y).", "y ~ f(x,t)") > nlm(formula, data=data) > > .. but preliminary testing indicates that this might not work. The > coefficient on t does not get estimated. > > Thanks in advance for all helpful suggestions! > > With kind regards, > Otto > > ---- > Otto Kassi > University of Helsinki > Dept. of Economics > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]]
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
