Re: [R] Robustness of Segmented Regression Contributed by Muggeo

2005-06-10 Thread vito muggeo
Hi, sorry for my delay.. In addition to valuable Achim's comments. As Achim said, you can try different starting values to assess how the final solution depends on them. Then select one having the best logLik (or the minimum RSS). Everybody dealing with nonlinear models knows that the logLik

[R] Robustness of Segmented Regression Contributed by Muggeo

2005-06-08 Thread Park, Kyong H Mr. RDECOM
Hello, R users, I applied segmented regression method contributed by Muggeo and got different slope estimates depending on the initial break points. The results are listed below and I'd like to know what is a reasonable approach handling this kinds of problem. I think applying various initial

Re: [R] Robustness of Segmented Regression Contributed by Muggeo

2005-06-08 Thread roger koenker
You might try rqss() in the quantreg package. It gives piecewise linear fits for a nonparametric form of median regression using total variation of the derivative of the fitted function as a penalty term. A tuning parameter (lambda) controls the number of distinct segments. More details

Re: [R] Robustness of Segmented Regression Contributed by Muggeo

2005-06-08 Thread Achim Zeileis
On Wed, 8 Jun 2005 08:25:16 -0400 Park, Kyong H Mr. RDECOM wrote: Hello, R users, I applied segmented regression method contributed by Muggeo and got different slope estimates depending on the initial break points. The results are listed below and I'd like to know what is a reasonable