In case you want to estimate U and V as well, there's a segmented regression package (called "segmented") on http://cran.r-project.org for this.
Reid Huntsinger -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Dimitris Rizopoulos Sent: Monday, August 01, 2005 4:40 AM To: Arie Cc: [email protected] Subject: Re: [R] Conditional piece-wise dependent regression Since you want least squares, I think you could use lm() here, i.e., U <- 50 V <- 100 Time <- 1:150 dat <- data.frame(y = rnorm(150), Time, f1 = as.numeric(Time > U), f2 = as.numeric(Time > V)) ############### m <- lm(y ~ Time + I(Time - U):f1 + I(Time - V):f2, data = dat) # check also the design matrix model.matrix(m) I hope it helps. Best, Dimitris ---- Dimitris Rizopoulos Ph.D. Student Biostatistical Centre School of Public Health Catholic University of Leuven Address: Kapucijnenvoer 35, Leuven, Belgium Tel: +32/16/336899 Fax: +32/16/337015 Web: http://www.med.kuleuven.be/biostat/ http://www.student.kuleuven.be/~m0390867/dimitris.htm ----- Original Message ----- From: "Arie" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Monday, August 01, 2005 10:17 AM Subject: [R] Conditional piece-wise dependent regression Hi, after reading some R docs, I couldn't figure out how can I find the solution for the following problem, therefore I would ask this friendly list for an advice. We're making a least square approximation for an experiment described by the following model: T is the time, Y is some measured value. >From time=0 till time=U: Y = b + p*T >From time=U and on (some effect added): Y = b + p*T + q*(T-U) >From time=V and on (some additional effect added): Y = b + p*T + q*(T-U) + r*(T-V) Measured: Yi, Ti pairs. Wanted: b, p, q, r. b and p are the same for all time ranges; q is the same for time=U and on. Thanks, Arie. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
