dear Katie,
Since you are looking for exactly 1 breakpoint (namely you know the
number of breakpoints), I suggest to use bootstrap restarting (default
in segmented) with the rough value from davies.test() as a starting
value, namely
o<-davies.test(reg1.2,~lagBYmean)
start.psi<-as.numeric(o$statistic)
a<-segmented(reg1.2,seg.Z=~lagBYmean ,psi=start.psi,
control=seg.control(n.boot=100))
If you need some other feedbacks please contact me off list
best,
vito
Il 17/02/2014 15.27, Katharina Mersmann ha scritto:
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 thereŽs 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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--
==============================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 23895240
fax: 091 485726
http://dssm.unipa.it/vmuggeo
28th IWSM
International Workshop on Statistical Modelling
July 8-12, 2013, Palermo
http://iwsm2013.unipa.it
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