6533b82cfe1ef96bd128faf0
RESEARCH PRODUCT
Testing for a breakpoint in segmented regression: a pseudo score approach
Vito Michele Rosario MuggeoGianfranco Lovisonsubject
non-standard inference.Segmented regressionbreak-pointhypothesis testingPearson chi-squaredSettore SECS-S/01 - Statisticadescription
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.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2011-01-01 |