R 分段回归中断点数的选择

R 分段回归中断点数的选择,r,breakpoints,non-linear-regression,piecewise,R,Breakpoints,Non Linear Regression,Piecewise,我试图为响应变量Y估计X中的多个断点。当我在R中运行分段包时,如果我在psi语句中指定1点,则在X=14处得到1个估计断点,如果我在psi语句中指定2点,则在X=6.5和X=11.4处得到两个估计断点。如何确定2个断点是最佳断点还是1个断点是最佳断点?请参阅下面的代码和输出: 指定1个断点: segmented.glm(obj = fit.glm, seg.Z = ~x, psi = 10) Estimated Break-Point(s):

我试图为响应变量Y估计X中的多个断点。当我在R中运行分段包时,如果我在psi语句中指定1点,则在X=14处得到1个估计断点,如果我在psi语句中指定2点,则在X=6.5和X=11.4处得到两个估计断点。如何确定2个断点是最佳断点还是1个断点是最佳断点?请参阅下面的代码和输出:

指定1个断点:

segmented.glm(obj = fit.glm, seg.Z = ~x, psi = 10)

Estimated Break-Point(s):
                            Est. St.Err
psi1.x   14  2.691

Null     deviance: 230311  on 1509  degrees of freedom
Residual deviance: 175795  on 1480  degrees of freedom
AIC: 11531
Convergence attained in 0 iter. (rel. change 1.5525e-08)

> slope(fit.seg)
$x
            Est.  St.Err.   t value CI(95%).l CI(95%).u
slope1 -0.847880 0.097683 -8.679900   -1.0393  -0.65643
slope2  0.036962 0.574770  0.064308   -1.0896   1.16350
指定2个断点:

fit.seg<-segmented(fit.glm, seg.Z=~x, psi= c(6, 11))
 
Estimated Break-Point(s):
        Est. St.Err
psi1.x  6.562  1.771
psi2.x 11.398  1.660

Null     deviance: 230311  on 1509  degrees of freedom
Residual deviance: 175594  on 1478  degrees of freedom
AIC: 11533
Convergence attained in 1 iter. (rel. change 0)

> slope(fit.seg)
$x
           Est. St.Err.  t value CI(95%).l CI(95%).u
slope1 -0.56943 0.23681 -2.40460  -1.03360  -0.10530
slope2 -1.25180 0.38974 -3.21190  -2.01570  -0.48794
slope3 -0.17365 0.31700 -0.54781  -0.79495   0.44765
fit.seg斜率(fit.seg)
$x
美国东部时间。圣埃尔。t值CI(95%)。l CI(95%)。u
斜率1-0.56943 0.23681-2.40460-1.03360-0.10530
坡度2-1.25180 0.38974-3.21190-2.01570-0.48794
斜率3-0.17365 0.31700-0.54781-0.79495 0.44765
我使用了seg.control,但不知道如何解释输出。(基于Muggeo,V.M.R.(2008)《分段:拟合折线关系回归模型的R包》,R新闻8/1,20-25。)

>o斜率(o)#默认置信度为0.95(conf.level=0.95)
$x
美国东部时间。圣埃尔。t值CI(95%)。l CI(95%)。u
斜率1-0.56943 0.23681-2.40460-1.03360-0.10530
坡度2-1.25180 0.38974-3.21190-2.01570-0.48794
斜率3-0.17365 0.31700-0.54781-0.79495 0.44765
>o斜率(o)#默认置信水平为0.95(conf.level=0.95)
$x
美国东部时间。圣埃尔。t值CI(95%)。l CI(95%)。u
斜率1-0.847880 0.097683-8.679900-1.0393-0.65643
坡度20.036966 0.574770 0.064314-1.0896 1.16350
有人能帮我弄清楚如何确定2个断点是更好的估计值还是1个断点吗?

函数selgmented()(也在R软件包segmented中)是一个包装器,用于通过假设测试(例如分数测试)或BIC选择“最佳”断点数。目前,通过假设检验进行的选择仅限于选择0、1或2个断点。 亲切问候,, 维托

> o <- segmented(fit.glm, seg.Z=~x, psi=NA, control=seg.control(display=FALSE, K=2))
Warning message:
max number of iterations (1) attained 
> slope(o)  # defaults to confidence level of 0.95 (conf.level=0.95)
$x
           Est. St.Err.  t value CI(95%).l CI(95%).u
slope1 -0.56943 0.23681 -2.40460  -1.03360  -0.10530
slope2 -1.25180 0.38974 -3.21190  -2.01570  -0.48794
slope3 -0.17365 0.31700 -0.54781  -0.79495   0.44765

> o <- segmented(fit.glm, seg.Z=~x, psi=NA, control=seg.control(display=FALSE, K=1))
Warning messages:
1: max number of iterations (1) attained 
2: max number of iterations (1) attained 
> slope(o)  # defaults to confidence level of 0.95 (conf.level=0.95)
$x
            Est.  St.Err.   t value CI(95%).l CI(95%).u
slope1 -0.847880 0.097683 -8.679900   -1.0393  -0.65643
slope2  0.036966 0.574770  0.064314   -1.0896   1.16350