predict.stepmented: Predict method for stepmented model fits

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

Predict method for stepmented model fits

Description

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

Usage

## S3 method for class 'stepmented'
predict(object, newdata, se.fit=FALSE, interval=c("none","confidence", "prediction"), 
            type = c("link", "response"), na.action=na.omit, level=0.95, .coef=NULL, 
            .vcov=NULL, apprx.fit=c("none","cdf"), apprx.se=c("cdf","none"), ...)

Arguments

object	a fitted stepmented model coming from stepmented.lm or stepmented.glm.
newdata	An optional data frame in which to look for variables with which to predict. If omitted, the fitted values are used.
se.fit	Logical. Should the standard errors be returned?
interval	Which interval? See predict.lm
type	Predictions on the link or response scale? Only if object is a stepmented glm.
na.action	How to deal with missing data, if newdata include them.
level	The confidence level.
.coef	The regression parameter estimates. If unspecified (i.e. NULL), it is computed internally by coef().
.vcov	The estimate covariance matrix. If unspecified (i.e. NULL), it is computed internally by vcov.stepmented().
apprx.fit	The approximation of the (x>\hat\psi) used to compute the predictions/fitted values of the piece-wise relationships.
apprx.se	The same abovementioned approximation to compute the standard error.
...	further arguments, for instance k to be passed to vcov.stepmented.

Details

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

Value

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

Warning

For stepmented glm fits with offset, predict.stepmented returns the fitted values including the offset.

Author(s)

Vito Muggeo

See Also

stepreg, stepmented, plot.stepmented, 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

segmented documentation built on Oct. 25, 2024, 5:07 p.m.