分段回归:davies.test返回p值= NA

时间:2018-12-07 13:06:43

标签: r linear-regression piecewise

我的数据:

require(segmented)
cp <- c(0.079, 0.079, 0.079, 0.080, 0.080, 0.081, 0.081, 0.081, 0.081, 0.081, 0.081, 0.082, 0.083, 0.084, 0.086, 0.088, 0.088, 0.088, 0.088, 0.088)
dates <- c(1443991015, 1443994615, 1443998215, 1444001815, 1444005415, 1444009015, 1444012615, 1444016215, 1444019815, 1444023415, 1444027015, 1444030615, 1444034215, 1444037815, 1444041415, 
       1444045015, 1444048615, 1444052215, 1444055815, 1444059415)

我将测试断点的出现。因此,我按照建议的here进行了Davies.test:

davies.test(lm(cp ~ dates), seg.Z = ~ dates)

但是它返回p值= NA:

    Davies' test for a change in the slope

data:  formula = cp ~ dates ,   method = lm 
model = gaussian , link = identity  
segmented variable = dates
= , n.points = 0, p-value = NA
alternative hypothesis: two.sided

1 个答案:

答案 0 :(得分:2)

看来davies.test无法处理该范围的值;内部发生某种溢出。

dd <- scale(dates)
davies.test(lm(cp ~ dd), seg.Z = ~ dd)

似乎可以正常工作。