Hello R-Users,
I have a Problem in understanding my results using the davies.test
I read the pdf-documentation on the segmented package and followed the
instructions.
1st performing the Davies.test :
> davies.test(reg1.2,~lagBYmean)
Davies' test for a change in the slope
data: Model = gaussian , link = identity
formula = num_FCRlong ~ GDP + cupol_GDPpCapita + fort_budget +
fort_percentDebt + linpol_primSurplus + Inflation + lagBYmean
segmented variable = lagBYmean
`Best' at = 24.4831, n.points = 10, p-value = 0.001242
alternative hypothesis: two.sided
So the Null can be rejected at 1% level.
2nd performing the automatic procedure to estimate breakpoints:
> #### Breakpoint -Estimation
> a<-segmented.lm(reg1.2,seg.Z=~lagBYmean ,psi=list(lagBYmean=NA),
+ control=seg.control(stop.if.error=FALSE,n.boot=0))
Warnmeldung:
No breakpoint estimated
I thought the result of the Davies Test told me there´s a change in the
coefficient slope. So in the next step I want to get to know the
breakpoint(s),
But the procedure tells me, there is none.
What am I doing wrong? And in which step?
Thanks for your attention and help,
Katie M
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