11-13-2012 08:15 PM
Using proc mixed I have created a two segment piecewise regression line with a known break-point. Is there a way to determine if the change in slope across the break-point, (the difference in slope between segment 1 and segment 2) is statistically significant?
11-13-2012 08:45 PM
We would have to see your model formulation to be more specific. But the idea is to include in your model a common slope for both segments and a difference in slope that applies to segment 2 only. That way, you automatically get the test for the significance of the difference in slopes.
11-13-2012 09:27 PM
For a specialized tool addressing this problem (non SAS), take a look at Joinpoint from the National Cancer Institute :
11-15-2012 10:26 AM
If it can be of some inspiration, run the following simulation :
do x = 0 to 10 by 0.1;
y = x + 0.7*max(0, x - 5) + rannor(1234);
proc sgplot data=have;
scatter x=x y=y;
series x=x y=x;
xp = max(0, x - &break_X);
proc reg data=tmp;
model y = x xp;
The xp term in the model tests the difference in slopes.