segmented (Q61739): Difference between revisions

← Older edit

@@ description / en / description / en @@
-Regression Models with Break-Points / Change-Points (with Possibly Random Effects) Estimation
+Regression Models with Break-Points / Change-Points Estimation (with Possibly Random Effects)
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-Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling
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-Interval estimation for the breakpoint in segmented regression: a smoothed score-based approach
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-Segmented mixed models with random changepoints: a maximum likelihood approach with application to treatment for depression study
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+Fitting regression models where, in addition to possible linear terms, one or more covariates have segmented (i.e., broken-line   or piece-wise linear) or stepmented (i.e. piece-wise constant) effects.   Multiple breakpoints for the same variable are allowed. The estimation method is discussed in Muggeo (2003, <doi:10.1002/sim.1545>) and   illustrated in Muggeo (2008, <https://www.r-project.org/doc/Rnews/Rnews_2008-1.pdf>). An approach for hypothesis testing is presented   in Muggeo (2016, <doi:10.1080/00949655.2016.1149855>), and interval estimation for the breakpoint is discussed in Muggeo (2017, <doi:10.1111/anzs.12200>).   Segmented mixed models, i.e. random effects in the change point, are discussed in Muggeo (2014, <doi:10.1177/1471082X13504721>).  Estimation of piecewise-constant relationships and changepoints (mean-shift models) is   discussed in Fasola et al. (2018, <doi:10.1007/s00180-017-0740-4>).
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+Estimating regression models with unknown break-points
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+Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling
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+Interval estimation for the breakpoint in segmented regression: a smoothed score-based approach
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+Segmented mixed models with random changepoints: a maximum likelihood approach with application to treatment for depression study
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+A heuristic, iterative algorithm for change-point detection in abrupt change models
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+Software:61739

Latest revision as of 19:56, 12 March 2024

Regression Models with Break-Points / Change-Points Estimation (with Possibly Random Effects)

Language	Label	Description	Also known as
English	segmented	Regression Models with Break-Points / Change-Points Estimation (with Possibly Random Effects)

Statements

software version identifier

1.6-3

publication date

26 March 2023

0 references

1.6-4

publication date

13 April 2023

0 references

0.1-1

publication date

7 October 2003

0 references

0.1-2

publication date

16 December 2003

0 references

0.1-3

publication date

22 January 2004

0 references

0.1-4

publication date

17 February 2004

0 references

0.2-0

publication date

20 July 2007

0 references

0.2-1

publication date

8 October 2007

0 references

0.2-2

publication date

17 October 2007

0 references

0.2-3

publication date

7 January 2008

0 references

0.2-4

publication date

21 January 2008

0 references

0.2-5

publication date

26 October 2009

0 references

0.2-6

publication date

6 November 2009

0 references

0.2-7.1

publication date

28 April 2010

0 references

0.2-7.2

publication date

28 September 2010

0 references

0.2-7.3

publication date

3 December 2010

0 references

0.2-7

publication date

14 April 2010

0 references

0.2-8.1

publication date

20 June 2011

0 references

0.2-8.2

publication date

5 July 2011

0 references

0.2-8.3

publication date

16 January 2012

0 references

0.2-8.4

publication date

31 January 2012

0 references

0.2-8

publication date

25 May 2011

0 references

0.2-9.0

publication date

20 April 2012

0 references

0.2-9.1

publication date

10 May 2012

0 references

0.2-9.2

publication date

12 July 2012

0 references

0.2-9.3

publication date

22 September 2012

0 references

0.2-9.4

publication date

22 January 2013

0 references

0.2-9.5

publication date

4 October 2013

0 references

0.3-0.0

publication date

18 November 2013

0 references

0.3-1.0

publication date

18 April 2014

0 references

0.4-0.0

publication date

11 July 2014

0 references

0.5-0.0

publication date

10 September 2014

0 references

0.5-1.0

publication date

12 December 2014

0 references

0.5-1.1

publication date

18 February 2015

0 references

0.5-1.2

publication date

8 September 2015

0 references

0.5-1.4

publication date

4 November 2015

0 references

0.5-2.0

publication date

25 May 2017

0 references

0.5-2.1

publication date

15 June 2017

0 references

0.5-2.2

publication date

19 September 2017

0 references

0.5-3.0

publication date

30 November 2017

0 references

0.5-4.0

publication date

13 May 2019

0 references

1.0-0

publication date

17 June 2019

0 references

1.1-0

publication date

10 December 2019

0 references

1.2-0

publication date

23 June 2020

0 references

1.3-0

publication date

27 October 2020

0 references

1.3-1

publication date

10 December 2020

0 references

1.3-2

publication date

9 February 2021

0 references

1.3-3

publication date

8 March 2021

0 references

1.3-4

publication date

22 April 2021

0 references

1.4-0

publication date

28 January 2022

0 references

1.4-1

publication date

24 March 2022

0 references

1.5-0

publication date

12 April 2022

0 references

1.6-0

publication date

31 May 2022

0 references

1.6-1

publication date

8 November 2022

0 references

1.6-2

publication date

9 December 2022

0 references

1.6-3

publication date

27 March 2023

0 references

2.0-0

publication date

27 November 2023

0 references

2.0-1

publication date

19 December 2023

0 references

2.0-2

publication date

23 January 2024

0 references

2.0-3

publication date

16 February 2024

0 references

0 references

0 references

0 references

0 references

16 February 2024

0 references

description

Fitting regression models where, in addition to possible linear terms, one or more covariates have segmented (i.e., broken-line or piece-wise linear) or stepmented (i.e. piece-wise constant) effects. Multiple breakpoints for the same variable are allowed. The estimation method is discussed in Muggeo (2003, <doi:10.1002/sim.1545>) and illustrated in Muggeo (2008, <https://www.r-project.org/doc/Rnews/Rnews_2008-1.pdf>). An approach for hypothesis testing is presented in Muggeo (2016, <doi:10.1080/00949655.2016.1149855>), and interval estimation for the breakpoint is discussed in Muggeo (2017, <doi:10.1111/anzs.12200>). Segmented mixed models, i.e. random effects in the change point, are discussed in Muggeo (2014, <doi:10.1177/1471082X13504721>). Estimation of piecewise-constant relationships and changepoints (mean-shift models) is discussed in Fasola et al. (2018, <doi:10.1007/s00180-017-0740-4>).

0 references

author

Vito M. R. Muggeo

0 references

copyright license

GNU General Public License, version 2.0

0 references

GNU General Public License, version 3.0

edition/version

expanded from: GPL (English)

0 references

depends on software