Abstract
It is pointed out that the inferential theory of the segmented regression model depends strongly on whether or not continuity at the change-point is assumed. In particular, if it is not, the likelihood ratio test for the presence of two segments tends to infinity.
Original language | English (US) |
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Pages (from-to) | 443-444 |
Number of pages | 2 |
Journal | Technometrics |
Volume | 22 |
Issue number | 3 |
DOIs | |
State | Published - Aug 1980 |
Externally published | Yes |
Keywords
- 1lJonlinear regression
- Change-points
- Segmented regression