Hello everyone,
I am new to SAS, although I have used Program R a little in the past. I need to run a piecewise regression/multi-phase regression for a data set that will have either two or three linear segments, and is continuous. I don't know which, but it will be one of the two. I believe I need to use PROC NLIN to accomplish this, but don't know how to set up the code for the two potential break points. I have attached a dummy data set. Could one of you be so kind as to help walk me through the code for this? I am interested in finding the break point or points, and the adj. r^2.
I appreciate your time,
Thank you,
Tim Muhich
There have been several papers written on this topic. You will need one parameter for each location where you think the derivative is discontinuous. One easy-to-read paper is by Schwarz (2015). It is the similar to an example from the UCLA web site. They both include code for PROC NLIN, although the example only has a single "elbow" point where the PL curve changes slope.
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