Smoothed score confidence interval for the breakpoint in segmented regression
- Autori: MUGGEO, VMR
- Anno di pubblicazione: 2012
- Tipologia: Contributo in atti di convegno pubblicato in volume
- OA Link: http://hdl.handle.net/10447/65153
Abstract
For the breakpoint parameter in segmented regression we consider confidence intervals based on the score statistic. Due to unsmoothness of the score, we propose to build the confidence intervals using its smoothed version under proper shape restrictions. Some simulations are presented to assess the finite sample performance of the proposed approach.