R help - Apr 2012 - how to do piecewise linear regression in R?

Dear all,
I want to do piecewise CAPM linear regression in R:
RRiskArb−Rf  = (1−δ)[αMktLow+βMktLow(RMkt−Rf)]  +  δ[αMkt High +βMkt High(RMkt
−Rf )]

where δ is a dummy variable if the excess return on the value-weighted CRSP
index is above a threshold level and zero otherwise. and at the same time add
the restriction:

αMkt Low + βMkt Low · Threshold = αMkt High + βMkt High · Threshold
to ensure continuity.
But I do not know how to add this restriction in R, could you help me on this?
Thanks a lot!
Eunice 		 	   		  
	[[alternative HTML version deleted]]

Hi

Your post is rather screwed.
> 
> [R] how to do piecewise linear regression in R?
Maybe segmented?

Regards
Petr
> 
> 
> Dear all,
> I want to do piecewise CAPM linear regression in R:
> RRiskArb???Rf  = (1?????)[??MktLow+??MktLow(RMkt???Rf)]  +  ??[??Mkt 
High 
> +??Mkt High(RMkt ???Rf )]
> 
> where ?? is a dummy variable if the excess return on the value-weighted 
> CRSP index is above a threshold level and zero otherwise. and at the 
same 
> time add the restriction:
> 
> ??Mkt Low + ??Mkt Low ?? Threshold = ??Mkt High + ??Mkt High ?? 
Threshold
> to ensure continuity.
> But I do not know how to add this restriction in R, could you help me on 
this?
> Thanks a lot!
> Eunice 
>    [[alternative HTML version deleted]]
> 
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