Smoothed score confidence interval for the breakpoint in segmented regression

Risultato della ricerca: Other

Abstract

For the breakpoint parameter in segmented regression we consider confidence intervalsbased on the score statistic. Due to unsmoothness of the score, we propose to build the confidenceintervals using its smoothed version under proper shape restrictions. Some simulations are presented to assess the finite sample performance of the proposed approach.
Lingua originaleEnglish
Pagine227-232
Numero di pagine6
Stato di pubblicazionePublished - 2012

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