On estimation in multiphase regression models with several regressors using prior knowledge
作者:
H. Bandemer,
U. Schulze,
期刊:
Statistics
(Taylor Available online 1985)
卷期:
Volume 16,
issue 1
页码: 3-13
ISSN:0233-1888
年代: 1985
DOI:10.1080/02331888508801818
出版商: Akademie-Verlag
关键词: Phase regression;weighted least squares;prior knowledge;empirical BAYEsian
数据来源: Taylor
摘要:
In the paper we consider the multidimensional ease of phase regression and as¬sume that we can specify probabilities for the membership of each observation point with respect to each phase. We propose a two-stage estimation procedure to estimate the model
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