A Note on Continuous and Discontinuous Segmented Regressions
作者:
DouglasM. Hawkins,
期刊:
Technometrics
(Taylor Available online 1980)
卷期:
Volume 22,
issue 3
页码: 443-444
ISSN:0040-1706
年代: 1980
DOI:10.1080/00401706.1980.10486178
出版商: Taylor & Francis Group
关键词: Segmented regression;1lJonlinear regression;Change-points
数据来源: Taylor
摘要:
It is pointed out that the inferential theory of the segmented regression model depends strongly on whether or not continuity at the change-point is assumed. In particular, if it is not, the likelihood ratio test for the presence of two segments tends to infinity.
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