Testing for a breakpoint in segmented regression: a pseudo score approach
- Autori: MUGGEO, VMR; LOVISON, G
- Anno di pubblicazione: 2011
- Tipologia: Contributo in atti di convegno pubblicato in volume
- Parole Chiave: Segmented regression; break-point; hypothesis testing; Pearson chi-squared; non-standard inference.
- OA Link: http://hdl.handle.net/10447/57688
Abstract
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.