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.
Settore SECS-S/01 - Statistica
lug-2011
International Workshop on Statistical Modelling
Valencia, Spagna
11-15 luglio 2011
26
4
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.
Proceedings (atti dei congressi)
MUGGEO, VMR; LOVISON, G
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10447/57688
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