Finding the change point in data from a piecewise linear function Greetings,
I'm performing research that will help determine the size of observed space and the time elapsed since the big bang. Hopefully you can help!
I have data conforming to a piecewise linear function on which I want to perform two linear regressions. There is a point at which the slope and intercept change, and I need to (write a program to) find this point.
Thoughts?

(This was supposed to be a comment, but it got too long.)
The problem of piecewise linear regression has been looked into many times before; I do not currently have access to these papers (and thus cannot say more about them), but you might want to look into these:
This paper (published in a physiology journal, of all places) discusses how to fit a piecewise linear function to certain data sets encountered in neurological research. A FORTRAN routine is included.
This paper also includes a FORTRAN routine for fitting piecewise linear functions to data.
This paper relies on maximum likelihood to find the best fit piecewise linear function.
