Piecewise Regression
作者:
VictorE. McZgee,
WillardT. Carleton,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1970)
卷期:
Volume 65,
issue 331
页码: 1109-1124
ISSN:0162-1459
年代: 1970
DOI:10.1080/01621459.1970.10481147
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A difficult regression parameter estimation problem is posed when the data sample is hypothesized to have been generated by more than a single regression model. To find the best-fitting number and location of underlying regression systems, the investigator must specify both the statistical criterion and the search-estimation procedure to be used. The approach outlined in this article is essentially a wedding of hierarchical clustering and standard regression theory. As the name suggests, piecewise regression may be described as a method of finding that piecewise continuous function which best describes the data sample. Computational procedures and a fully-worked example, together with possible extensions, are provided.
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