Average Most Powerful Tests for a Segmented Regression

DOI10.1080/03610920802521208MaRDI QIDQ3396332zbMATH OpenOpenAlexFDO

Authors Albert Vexler, Gregory Gurevich

Publication date 18 September 2009

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802521208

zbMATH Keywords

average most powerfulBayes factorchange pointlikelihood ratiologistic regressionmaximum likelihoodsegmented regressiontype I error

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Bayesian inference (62F15) Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)

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Cites work

• An application of the maximum likelihood test to the change-point problem
• Approximation Theorems of Mathematical Statistics
• Change point problems in the model of logistic regression
• Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression
• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• Hypothesis Testing: From p Values to Bayes Factors
• Optimal detection of a change in distribution
• Retrospective Parametric Tests for Homogeneity of Data
• Segmented Regression in the Presence of Covariate Measurement Error in Main Study/Validation Study Designs
• Surveillance of a Simple Linear Regression
• Tests for a change-point
• The Selection of Prior Distributions by Formal Rules

Cited in

(3)

• Retrospective Change Point Detection: From Parametric to Distribution Free Policies
• Model-robust inference for continuous threshold regression models
• Change point testing in logistic regression models with interaction term

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