Questions tagged [segmented-regression]
Use for regression where a different model is fitted for parts of the range of a predictor.
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Interrupted time series with 2 interventions
I want to analyse the effect of media coverage on the increased risk of thrombosis associated with combined oral contraceptive use. The peak of media coverage happened in late May 2015. The plot of ...
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Approach and Considerations for Diurnal Preferences Study with Segmented Regression
I have a general question related to the steps I'm taking with segmented regression in R. I'm relatively new to both R and segmented regression, so please forgive me if this question seems rather ...
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Segmented regression: how to constrain the right slope
I'm conducting a study on diurnal preferences across the lifespan, with a focus on sex-specific trajectories. Before conducting sex-specific segmented regressions, I perform an initial segmented ...
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Splines with a knot that varies by factor level
I have data that reaches a peak then declines. While I might do this as segmented or spline regression, there is a complication. The position of the knot appears to differ depending on the level of a ...
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How would I get the linear combination of these coefficients for an ITS analysis?
for a project I'm doing an interrupted time series analysis using a segmented linear regression. I'm trying to show that the trend (or slope) change after the first intervention (the first dotted line)...
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Are there any statistics to see if a categorical variable produces good segments within a scatter plot? [closed]
Within a scatterplot of two continuous variables. I am looking for a statistical method to determine if a 3rd variable that has a limited number of categories/groups (3-8) is able to produce visually ...
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Poisson regression with autocorrelated residuals
i am running a Poisson segmented regression on monthly cases following the classic format by Wagner:
Wagner AK, Soumerai SB, Zhang F, Ross-Degnan D. Segmented regression analysis of interrupted time ...
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mgcv::gamm extract breakpoints
I want to model the relationship between individuals' weekly mean speed and the timing in the year (represented by the week number), to then extract the dates where we observe a change in the animals' ...
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Estimating duration of temporary exogenous predictor cox proportional hazard model
I have time-to-event survival data (ie., start, end, fate [death or censor] for each known individual).
I am looking to model survival for a population of animals that are released onto a new ...
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For counting participants should I use linear regression or poisson regression?
I would be very grateful if anyone with a stats background might sanity checks whether my approach is correct.
I am recording the prescribing of a particular drug over time. Ultimately, beyond the ...
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Segmented / piecewise / breakpoint regression derivation and output in R
I would like to do a segmented regression (or breakpoint or piecewise regression) with lines connecting at the breakpoint $c$. So
(a) $y = a_1 + b_1x$ for $x \leq c$
(b) $y = a_2 + b_2x$ for $x > ...
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Differing AAPC and Confidence Intervals Using the Joinpoint Regression Trend Analysis Software vs R
Let's say I have a data-set with trend data looking at an adjusted rate by year from 1980-2000, with a standard error associated with it:
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Interrupted time series using GLMM / GAMM: which time variables should be smoothed?
I have conducted a controlled interrupted time series analysis within a GLMM framework. I have run the analysis in both the control and treatment groups separately to quantify the basic effects:
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In hierarchical regression, the first step is not significant but later steps are
I ran a hierarchical regression comparing different models, in order of complexity. The first step was not significant (the simplest model vs a more complex model). However the next two steps were ...
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Use of Dyanmic Linear Models in Interrupted Time Series
I've been undertaking research in which I use an Interrupted Time Series [ITS] approach to attempt to quantify the effect of a policy intervention.
An ITS approach segments the data into two periods, ...
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How to define limits of breakpoint (max and min possible values) in a linear model (R segmented package)?
I'm trying to estimate where the breakpoint of my lm is, but it only makes sense in my system to have a breakpoint value between 5 and 20. How can I specify psi location limits in segmented()?
psi=c(...
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How to do a discontinuos segmented logistic regression in R?
I'm trying to do a discontinuous segmented logistic regression, something like this: https://i.stack.imgur.com/AO1Mh.jpg .
The 6 breaking points are predetermined from domain knowledge.
Unfortunately ...
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Don't understand why the first variable in a piecewise regression spans all the domain
Let us consider one predictor $X \in [a,b] \subset \mathbb{R}$ and one response $Y \in \mathbb{R}$. I need to perform a piecewise linear regression:
$$
Y \sim \beta_0 + \beta_{1,1} X + \beta_{1,2} (X ...
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Determining break point/threshold in species richness in relation to land cover from multi-species occupancy models in R
I am conducting research in which I would like to see if I can detect a threshold response in mammal species richness in relation to the surrounding level of forest across study sites. I plan to use ...
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Correction for autocorrelation in segmented regression - is this analysis legitemate?
For a project, I want to investigate the effect of an intervention on rates per year through segmented regression.
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Estimating the autocorrelation parameter and include it in segmented regression model
For my analysis of time series data in R I am following a tutorial paper describing the analysis step-by-step:
Wagner, A. K., Soumerai, S. B., Zhang, F., & Ross‐Degnan, D. (2002). Segmented ...
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Slope-change in segmented regression - interaction or "time since intervention" variable?
during my studies of interrupted time-series analysis and segmented regression I have come across two different ways to propose a step-and-slope change model:
One approach parameterizes the change in ...
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Segmented Regression of a Seasonal Time-series in R
I have a time-series of diurnal temperature range (DTR), 1961 - 2013 from a single weather station. Visually, the first part of the TS seems to have a downward trend, so I used the package ...
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Calculating standard error of coefficients in segmented regression
Consider the following equation resulted from segmented regression:
$$\hat y_i = \begin{cases}
\hat\beta_1 x_i + (\hat\beta_0 - \hat\beta_1 \cdot c) &\text{if } x_i \le c \\
\hat\beta_2x_i + (\hat\...
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Segmented regression
I am working with data consisting of observations over time (abundance and harvest of different game species over several years). I am interested in finding if and when the direction is changed (i.e. ...
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k-fold cross validation of segmented regression
I am solving a MILP problem in my current master thesis and I got stuck with some issue. Originally, I had it a set of data points that I was using to build an OLS regression model of second order.
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Controlled interrupted time series (segmented regression) - calculating group effects separately
I have conducted a controlled interrupted time series using Linden's formulation, where
$Y_t = β_0 + β_1T + β_2X_t + β_3TX_t + β_4Z + β_5ZT + β_6ZX_t + β_7ZX_tT$
$β_0...β_3$ represent the control (...
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AIC/BIC for a segmented regression model?
Can AIC/BIC be calculated reliably for a segmented regression model?
If so, can the results be compared against AIC/BIC calculations for non-segmented regression models on the same data?
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Applying offset correctly in an Interrupted Time Series Analysis using segmented regression in GLM in R [closed]
I would like to apply an offset to allow for the population within segmented regression using GLM on count data in R and need to ensure that the formula I am using is correct. Adding offset in 2 ...
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Interrupted Time Series Segmented Regression for Rates
I would like to test an intervention using interrupted time series (segmented regression). I have monthly rate (proportion) data with many of the rates in the <0.10 range. Should I use a standard ...
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Interpretation of Multivariate Adaptive Regression Splines (MARS) with Multiple Predictors
When it comes to multiple predictors, I've seen conflicting interpretations of MARS models and hoping for some clarification.
Some fake results, let's say it's predicting household income via years ...
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How to find effect of treatment when there is no control group?
I am trying to study the effects of a program, where everyone gets treated. I have 50% of the population in t and the rest of the 50% in t+1 period. I understand this gives me a slight opportunity of ...
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Segmented linear regression with fixed number of break points
I would like to perform linear regression on a growth curve. Due to treatments I expect the growth to change not at all, once ore twice.
Therefore I want to test wether my growth curve is best fitted ...
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Finding an inflection point between two conditions
The figure below illustrates a sample data from a numerosity estimation experiment with an uncalibrated (i.e., spontaneous) estimation condition (blue) and a calibrated estimation condition (orange).
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Correlation between temperature and gas consumption
I have two time series; (1) with average daily temperature (which is negative in Q1 and Q4 on some days) and (2) gas consumption of a client:
A part of the process I am trying to achieve is to ...
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Using segmented linear regression as evidence for the limit of human lifespan
Nature published this year the following paper: Evidence for a limit to human lifespan1, in which the authors argue their "results strongly suggest that the maximum lifespan of humans is fixed and ...
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Interrupted Time Series Analysis: Autocorrelation greater than 1?
I am running an interrupted time series analysis. (Basically, I run a "before" and "after" linear regression, and measure the change in Constant/y-intercept.)
My objective: to measure the sudden drop ...
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What are the advantages of segmentation?
Suppose you want to fit a regression model. You have a data set with multiple attributes. What would be the advantages of segmenting the data set and fitting a regression model to each of the segments?...
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Classifying according to relationship between variables
I do have a large dataset and would like to classify it according to the relationship between some variables.
I do not want to use clusters, because clustering results groups that are similar. I do ...
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Segmented Regression With Control Group Implementation and Interpretation
I have been reading the following paper on segmented regression for interrupted time series - Wagner 2002 and wanted to learn a proper analysis of such data where there is a control group. The paper ...
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segmentation of univariate irregular time series
this is my first post. I have an irregular time series that exhibits large shifts in both mean and in the direction of the trend. It looks something like this (though this is far cleaner than ...
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How does one perform multiple non-linear regression?
I performed an experiment where I took the heights of plants and measured a number of environmental conditions (air temp, soil temp, lux, air humidity, soil pH, wind) for each of those plants. I want ...
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Multiple event for segmented regression?
Is there any statistical methods like segmented regression for many(>3) events?
Recently, many policies in my field were introduced in a short period of time.
I usually used segmented regression to ...
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Estimate number of breakpoints in regression
I've been playing around with the package strucchange (and to some extent segmented) in R. I'm trying to determine whether there ...
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Help constructing a simple regression model with a breakpoint
This is related to my questions here and here. I am still struggling with my model, so I am taking it back to basics.
My assertion is simple, I believe that watershed runoff will have a different ...
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interrupted time series in R
I have Malaria incidence data from 2003 to 2013. There was intervention implemented in 2008. How can I do segmented regression analysis of interrupted time series in R to test whether the pre ...
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Model comparison: segmented GLM and GLM
I have two model comparison questions:
First comparison:
I have a GLM model and a segmented GLM model. both models have the same dependent and independent variables. The only difference is that we ...
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Using segmented package with multiple regression
I am trying to perform a relatively simple multiple regression with a single breakpoint using the segmented package in R. My question is how to handle the interaction between the predictor variables ...
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R - how to get standard error for a breakpoint/parameter in a piecewise regression
I'm new to asking questions here, so I hope this is a reasonable place for this.
I am trying to fit a piece-wise regression. I expect my response (y) to increase from x0 to somewhere along x, then to ...
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Testing slopes in multivariate adaptive regression splines (MARS/earth)
I am using the earth package in R to estimate the number of breakpoints in a curve. There is only a single predictor.
I was ...