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

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Abstract

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.
Lingua originaleEnglish
Pagine415-418
Numero di pagine4
Stato di pubblicazionePublished - 2011

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Segmented Regression
Score Statistic
Statistic
Regression Model
Testing
Approximation
Simulation

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title = "Testing for a breakpoint in segmented regression: a pseudo score approach",
abstract = "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.",
keywords = "Pearson chi-squared, Segmented regression, break-point, hypothesis testing, non-standard inference.",
author = "Gianfranco Lovison and Muggeo, {Vito Michele Rosario}",
year = "2011",
language = "English",
pages = "415--418",

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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

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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 -