Some Algorithms for Linear Spline and Piecewise Multiple Linear Regression
作者:
JamesE. Ertel,
EdwardB. Fowlkes,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1976)
卷期:
Volume 71,
issue 355
页码: 640-648
ISSN:0162-1459
年代: 1976
DOI:10.1080/01621459.1976.10481540
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper develops some efficient algorithms for linear spline and piecewise multiple linear regression. A plotting procedure that shows the existence and location of changes in linear regression models is developed as an adjunct to one of the algorithms. The algorithms are compared with other presently available algorithms both in terms of efficiency and in terms of performance on sets of artificial data. An example shows how the algorithms, implemented in portable FORTRAN IV, can be used profitably in the analysis of data.
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