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GIANFRANCO LOVISON

Testing for a breakpoint in segmented regression: a pseudo score approach

  • Authors: MUGGEO, VMR; LOVISON, G
  • Publication year: 2011
  • Type: Contributo in atti di convegno pubblicato in volume
  • Key words: 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.