To overcome the well known oddities in testing for the existence of a breakpoint in segmented regression models, we discuss a novel approach based on the Pearson X2 statistic which can be understood as an approximation of the Score statistic. We describe the method and present results from some simulations.
MUGGEO, V., LOVISON, G. (2011). Testing for a breakpoint in segmented regression: a pseudo score approach. In Proceedings of the 26th International Workshop on Statistical Modelling (pp. 415-418). Valencia.
Testing for a breakpoint in segmented regression: a pseudo score approach
MUGGEO, Vito Michele Rosario;LOVISON, Gianfranco
2011-01-01
Abstract
To overcome the well known oddities in testing for the existence of a breakpoint in segmented regression models, we discuss a novel approach based on the Pearson X2 statistic which can be understood as an approximation of the Score statistic. We describe the method and present results from some simulations.
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