In this work, we address the problem of selecting the number of changepoints in segmented regression models. We propose a novel stepwise procedure and assess its performance through simulation studies. We demonstrate that our proposal behaves well with the Gaussian and Binomial responses.
Andrea Priulla, Nicoletta D'Angelo (2023). A novel sequential testing procedure for selecting the number of changepoints in segmented regression models. In Proceedings of the Statistics and Data Science Conference.
A novel sequential testing procedure for selecting the number of changepoints in segmented regression models
Andrea Priulla
;Nicoletta D'Angelo
2023-01-01
Abstract
In this work, we address the problem of selecting the number of changepoints in segmented regression models. We propose a novel stepwise procedure and assess its performance through simulation studies. We demonstrate that our proposal behaves well with the Gaussian and Binomial responses.
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