6533b86dfe1ef96bd12ca489
RESEARCH PRODUCT
Smoothed score confidence interval for the breakpoint in segmented regression
Vito Michele Rosario Muggeosubject
non-standard inferenceshape restrictionbreak-pointscoresegmented regressionSettore SECS-S/01 - Statisticadescription
For the breakpoint parameter in segmented regression we consider confidence intervals based on the score statistic. Due to unsmoothness of the score, we propose to build the confidence intervals using its smoothed version under proper shape restrictions. Some simulations are presented to assess the finite sample performance of the proposed approach.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2012-01-01 |