For the breakpoint parameter in segmented regression we consider confidence intervals based on the score statistic. Due to unsmoothness of the score, we propose to build the confidence intervals using its smoothed version under proper shape restrictions. Some simulations are presented to assess the finite sample performance of the proposed approach.

MUGGEO, V. (2012). Smoothed score confidence interval for the breakpoint in segmented regression. In Proceedings of the 27th International Workshop on Statistical Modelling (pp.227-232). Prague : Komarek, A., Nagy, S.

Smoothed score confidence interval for the breakpoint in segmented regression

MUGGEO, Vito Michele Rosario
2012-01-01

Abstract

For the breakpoint parameter in segmented regression we consider confidence intervals based on the score statistic. Due to unsmoothness of the score, we propose to build the confidence intervals using its smoothed version under proper shape restrictions. Some simulations are presented to assess the finite sample performance of the proposed approach.
Settore SECS-S/01 - Statistica
lug-2012
International Workshop on Statistical Modelling
Praga
16-20 luglio 2012
27
6
MUGGEO, V. (2012). Smoothed score confidence interval for the breakpoint in segmented regression. In Proceedings of the 27th International Workshop on Statistical Modelling (pp.227-232). Prague : Komarek, A., Nagy, S.
Proceedings (atti dei congressi)
MUGGEO, VMR
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10447/65153
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