We propose an iterative algorithm to estimate change-points in general regression models. The algorithm avoids grid search to obtain maximum likelihood estimates, and thus it guarantees moderate computational time regardless of the sample size and the number of change-points to be estimated. Furthermore, it allows estimation in random effects models, where grid search is unfeasible. We present the proposed approach in practice by analyzing variations of lung functionality on a sample of transplant recipients.
Fasola, S., & Muggeo, V. (2014). Change-point estimation in piecewise constant regression models with random effects. In Proceedings of the 29th International Workshop on Statistical Modelling, vol 1 (pp.127-132). Kneib T, Sobotka F, Fahrenholz J, Irmes H.
Autori: | Fasola, S.; Muggeo, V. | |
Titolo: | Change-point estimation in piecewise constant regression models with random effects | |
Settore Scientifico Disciplinare: | Settore SECS-S/01 - Statistica | |
Data di creazione: | 2014-07 | |
Nome del convegno: | International Workshop on Statistical Modelling | |
Luogo del convegno: | Gottingen (Germany) | |
Anno del convegno: | 14-18 luglio 2014 | |
Numero del convegno: | 29 | |
Data di concessione: | 2014 | |
Data di pubblicazione: | 2014 | |
Numero di pagine: | 6 | |
Citazione: | Fasola, S., & Muggeo, V. (2014). Change-point estimation in piecewise constant regression models with random effects. In Proceedings of the 29th International Workshop on Statistical Modelling, vol 1 (pp.127-132). Kneib T, Sobotka F, Fahrenholz J, Irmes H. | |
Tipologia: | 0 - Proceedings (TIPOLOGIA NON ATTIVA) | |
Appare nelle tipologie: | 0 - Proceedings (TIPOLOGIA NON ATTIVA) |