piecewise regression

Segmented Regression for Non-Constant Relationships

January 8th, 2018 by

Stage 2When you put a continuous predictor into a linear regression model, you assume it has a constant relationship with the dependent variable along the predictor’s range. But how can you be certain? What is the best way to measure this?

And most important, what should you do if it clearly isn’t the case?

Let’s explore a few options for capturing a non-linear relationship between X and Y within a linear regression (yes, really). (more…)