[R] Comparing switchpoints from segmented

From: Rob Knell <R.Knell_at_qmul.ac.uk>
Date: Fri, 14 Mar 2008 13:01:05 +0000

Hello everyone
Not strictly an R question but close... hopefully someone will be able to help. I wish to compare the switchpoints in two switchpoint regressions. The switchpoints were estimated using the segmented
library running in R, and I have standard errors for the estimates. I initially thought I could just bootstrap confidence intervals for the difference between the switchpoints, but I have been having trouble with getting this to work because for about 25% of the bootstrap samples the algorithm in segmented fails to converge. So I had another think, and I thought that maybe I could just do a t-test: knowing the estimated switchpoints and their
standard errors I can easily calculate the SE of the difference, so I can calculate a t-value using that. My question is whether there is anything wrong with doing it this way, and if not, how many degrees of freedom should I use? I would guess at df=n1-5+n2-5 5 df lost for each sample because two slopes, two intercepts and one switchpoint have been estimated, but I'm not sure: I'm but a humble biologist and not
very good at this sort of thing.

Any help gratefully received


Rob Knell

School of Biological and Chemical Sciences Queen Mary, University of London

'Phone +44 (0)20 7882 7720
Skype Rob Knell

Research: http://webspace.qmul.ac.uk/rknell/

"The truth is that they have no clue why the beetles had horns, it's the researchers who have sex on the brain and everything has to have a sexual explanation. And this is reasearch?!" Correspondent known as FairOpinion on Neo-Con American website discussing my research.

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