| ci.psi {segmented} | R Documentation |
ci.psi returns confidence intervals for the breakpoints from a fitted segmented model.
ci.psi(ogg, conf.level = 0.95, Fieller = FALSE)
ogg |
a fitted object of class "segmented". |
conf.level |
confidence level of the interval. Default to 0.95. |
Fieller |
if TRUE, the Fieller's method is applied. Currently unimplemented. |
Currently ci.psi computes confidence limits using the approximate standard errors of the estimated
breakpoints as reported in the `psi' component of the list returned by any segmented method. The resulting
confidence intervals are based on the asymptotic Normal distribution of the breakpoint
estimator which is reliable just for clear-cut kink relationships. See Details in segmented.
A list of matrices. Each matrix includes point estimate and confidence limits of the breakpoint(s) for each segmented variable in the model.
see also segmented
set.seed(10)
x<-1:100
z<-runif(100)
y<-2+1.5*pmax(x-35,0)-1.5*pmax(x-70,0)+10*pmax(z-.5,0)+rnorm(100,0,2)
out.lm<-lm(y~x)
o<-segmented(out.lm,seg.Z=~x+z,psi=list(x=c(30,60),z=.4))
ci.psi(o)