segmented

Regression Models with Break-Points / Change-Points Estimation (with Possibly Random Effects)

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Fitting regression models where, in addition to possible linear terms, one or more covariates have segmented (i.e., broken-line or piece-wise linear) or stepmented (i.e. piece-wise constant) effects. Multiple breakpoints for the same variable are allowed. The estimation method is discussed in Muggeo (2003, doi:10.1002/sim.1545) and illustrated in Muggeo (2008, https://www.r-project.org/doc/Rnews/Rnews_2008-1.pdf). An approach for hypothesis testing is presented in Muggeo (2016, doi:10.1080/00949655.2016.1149855), and interval estimation for the breakpoint is discussed in Muggeo (2017, doi:10.1111/anzs.12200). Segmented mixed models, i.e. random effects in the change point, are discussed in Muggeo (2014, doi:10.1177/1471082X13504721). Estimation of piecewise-constant relationships and changepoints (mean-shift models) is discussed in Fasola et al. (2018, doi:10.1007/s00180-017-0740-4).


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