Dear Rob, Rob Knell ha scritto: > Hello everyone > Not strictly an R question but close... hopefully someone will be able > to help. I wish to compare the switchpoints in two switchpoint > regressions. The switchpoints were estimated using the segmented > library It's a package.
running in R, and I have standard errors for the estimates. I > initially thought I could just bootstrap confidence intervals for the > difference between the switchpoints, but I have been having trouble > with getting this to work because for about 25% of the bootstrap > samples the algorithm in segmented fails to converge. So I had another > think, and I thought that maybe I could just do a t-test: knowing the > estimated switchpoints and their > standard errors I can easily calculate the SE of the difference, so I > can calculate a t-value using that. My question is whether there is > anything wrong with doing it this way, and if not, how many degrees of > freedom should I use? I would guess at df=n1-5+n2-5 5 df lost for each > sample because two slopes, two intercepts and one switchpoint have > been estimated, but I'm not sure: I'm but a humble biologist and not > very good at this sort of thing. The SE() of the breakpoints are reliable only for large samples and/and with clear-cut relationships. Having said that, I think that you can compare them by using the approximate t-like studentized statistic, but results have to taken with care.. The relevant sampling distribution is unknown (it depends on the location of the breakpoint, (standardized) difference-in-slope, sample size and, to some extend, distribution of the `segmented variable') . Therefore quantiles of a t distributions are not appropriate in theory, but in practice someone uses them..BTW the model parameters are 4 (intercept+two slopes+ breakpoint, the regression lines are joined at the breakpoint). Hope this helps you, best, vito > > Any help gratefully received > > Thanks > > Rob Knell > > > > > School of Biological and Chemical Sciences > Queen Mary, University of London > > 'Phone +44 (0)20 7882 7720 > Skype Rob Knell > > Research: http://webspace.qmul.ac.uk/rknell/ > > "The truth is that they have no clue why the beetles had horns, it's > the researchers who have sex on the brain and everything has to have a > sexual explanation. And this is reasearch?!" Correspondent known as > FairOpinion on Neo-Con American website discussing my research. > > > > > [[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. > > -- ==================================== Vito M.R. Muggeo Dip.to Sc Statist e Matem `Vianelli' Università di Palermo viale delle Scienze, edificio 13 90128 Palermo - ITALY tel: 091 6626240 fax: 091 485726/485612 ______________________________________________ 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.
