Search results for "break-point"

showing 3 items of 3 documents

Comment on "Estimating average annual per cent change in trend analysis"

2010

We discuss some issues relevant to paper of Clegg and co-authors published in Statistics in Medicine; 28, 3670-3682. Emphasis is on computation of the variance of the sum of products of two estimates, slopes and breakpoints.

break-pointtrend analysiproduct of random variablessegmented regressionSettore SECS-S/01 - Statistica
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Smoothed score confidence interval for the breakpoint in segmented regression

2012

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.

non-standard inferenceshape restrictionbreak-pointscoresegmented regressionSettore SECS-S/01 - Statistica
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Testing for a breakpoint in segmented regression: a pseudo score approach

2011

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.

non-standard inference.Segmented regressionbreak-pointhypothesis testingPearson chi-squaredSettore SECS-S/01 - Statistica
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