An exact algorithm for estimating breakpoints in segmented generalized linear models
The author investigates the segmented or multiphase regression models which are obtained by a piecewise definition of the regression function on the intervals of the domain of \(X\). The endpoints \(\tau_i\) of the intervals denote the breakpoints. Since they are unknown they have to be estimated. Exact algorithms for calculating the maximum likelihood estimators are derived for different types of models. These techniques are applied to analysing the data of the Munich rental table. The algorithms are available as GAUSS-programs.
scientific article; zbMATH DE number 1409730