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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?

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Posted in reply to jasu47

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.

PG

PG

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Posted in reply to jasu47

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 :

Joinpoint Regression Program - Surveillance Research Program

PG

PG

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Posted in reply to jasu47

11-15-2012 10:26 AM

If it can be of some inspiration, run the following simulation :

**data have;****do x = 0 to 10 by 0.1;**** y = x + 0.7*max(0, x - 5) + rannor(1234);**** output;**** end;****run;**

**proc sgplot data=have;****scatter x=x y=y;****series x=x y=x;****run;**

**%let break_X=5;**

**data tmp;****set have;****xp = max(0, x - &break_X);****run;**

**proc reg data=tmp;****model y = x xp;****run;**

** **

The **xp** term in the model tests the difference in slopes.

PG

PG