segmented (version 0.5-2.1)

predict.segmented: Predict method for segmented model fits

Description

Returns predictions and optionally associated quantities (standard errors or confidence intervals) from a fitted segmented model object.

Usage

# S3 method for segmented
predict(object, newdata, ...)

Arguments

object

a fitted segmented model coming from segmented.lm or segmented.glm.

newdata

An optional data frame in which to look for variables with which to predict. If omitted, the fitted values are used.

…

further arguments passed to predict.lm or predict.glm. Usually these are se.fit, or interval or type.

Value

predict.segmented produces a vector of predictions with possibly associated standard errors or confidence intervals. See predict.lm or predict.glm.

Details

Basically predict.segmented builds the right design matrix accounting for breakpoint and passes it to predict.lm or predict.glm depending on the actual model fit object.

See Also

plot.segmented, broken.line, predict.lm, predict.glm

Examples

n=10
x=seq(-3,3,l=n)
set.seed(1515)
y <- (x<0)*x/2 + 1 + rnorm(x,sd=0.15)
segm <- segmented(lm(y ~ x), ~ x, psi=0.5)
predict(segm,se.fit = TRUE)$se.fit

#wrong (smaller) st.errors (assuming known the breakpoint)
olm<-lm(y~x+pmax(x-segm$psi[,2],0))
predict(olm,se.fit = TRUE)$se.fit