### Abstract

Lingua originale | English |
---|---|

Pagine | 415-418 |

Numero di pagine | 4 |

Stato di pubblicazione | Published - 2011 |

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**Testing for a breakpoint in segmented regression: a pseudo score approach.** / Lovison, Gianfranco; Muggeo, Vito Michele Rosario.

Risultato della ricerca: Other

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TY - CONF

T1 - Testing for a breakpoint in segmented regression: a pseudo score approach

AU - Lovison, Gianfranco

AU - Muggeo, Vito Michele Rosario

PY - 2011

Y1 - 2011

N2 - 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.

AB - 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.

KW - Pearson chi-squared

KW - Segmented regression

KW - break-point

KW - hypothesis testing

KW - non-standard inference.

UR - http://hdl.handle.net/10447/57688

M3 - Other

SP - 415

EP - 418

ER -