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

Risultato della ricerca: Other

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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