Search results for " Segmented regression"

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A novel sequential testing procedure for selecting the number of changepoints in segmented regression models

2023

In this work, we address the problem of selecting the number of changepoints in segmented regression models. We propose a novel stepwise procedure and assess its performance through simulation studies. We demonstrate that our proposal behaves well with the Gaussian and Binomial responses.

Hypothesis testing Segmented regression ChangepointsSettore SECS-S/01 - Statistica
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Segmented mixed models with random changepoints: a maximum likelihood approach with application to treatment for depression study

2014

We present a simple and effective iterative procedure to estimate segmented mixed models in a likelihood based framework. Random effects and covariates are allowed for each model parameter, including the changepoint. The method is practical and avoids the computational burdens related to estimation of nonlinear mixed effects models. A conventional linear mixed model with proper covariates that account for the changepoints is the key to our estimating algorithm. We illustrate the method via simulations and using data from a randomized clinical trial focused on change in depressive symptoms over time which characteristically show two separate phases of change.

Statistics and ProbabilityMixed modelMaximum likelihoodrandom changepointRandom effects modelpsychiatric longitudinal dataGeneralized linear mixed modelNonlinear systemchangepointmixed segmented regressionStatisticsCovariateMixed effectsStatistics Probability and Uncertaintynonlinear mixed modelSettore SECS-S/01 - StatisticaAlgorithmDepressive symptomsMathematics
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