An exact algorithm for estimating breakpoints in segmented generalized linear models
type: Item
instance of: scholarly article
title: An exact algorithm for estimating breakpoints in segmented generalized linear models
zbMATH Open document ID: 0936.62082
published in: Computational Statistics
publication date: 2000-03-02T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62-04
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1409730
zbMATH Keywords: breakpoint
zbMATH Keywords: segmented regression
author: Helmut Küchenhoff
reviewed by: M. P. Moklyachuk
describes a project that uses: GAUSS
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1409730