From: Dimitris Rizopoulos <dimitris.rizopoulos_at_med.kuleuven.be>

Date: Mon 01 Aug 2005 - 18:39:48 EST

Dimitris Rizopoulos

Ph.D. Student

Biostatistical Centre

School of Public Health

Catholic University of Leuven

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide!

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R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Mon Aug 01 18:45:41 2005

Date: Mon 01 Aug 2005 - 18:39:48 EST

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" <poohdov@yahoo.com> To: <r-help@stat.math.ethz.ch> 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.

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide!

http://www.R-project.org/posting-guide.html

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Mon Aug 01 18:45:41 2005

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