Generalized linear-quadratic model with a change point due to a covariate threshold

DOI10.1016/J.JSPI.2021.05.012MaRDI QIDQ2242889zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 10 November 2021

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2021.05.012

zbMATH Keywords

change pointgeneralized linear-quadratic modelsup likelihood ratio test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Generalized linear models (logistic models) (62J12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• A Cox-type regression model with change-points in the covariates
• Inference under right censoring for transformation models with a change-point based on a covariate threshold
• Estimation in a Cox regression model with a change-point according to a threshold in a covariate
• Nonparametric estimation of the regression function having a change point in generalized linear models
• Change point problems in the model of logistic regression

Cites work

• A continuous threshold expectile model
• A smoothed least squares estimator for threshold regression models
• Asymptotics for argmin processes: convexity arguments
• Bent line quantile regression with application to an allometric study of land mammals' speed and mass
• Common breaks in means and variances for panel data
• Critical values for multiple structural change tests
• Estimating and Testing Linear Models with Multiple Structural Changes
• Fitting Segmented Polynomial Regression Models Whose Join Points have to be Estimated
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• Model-robust inference for continuous threshold regression models
• Nonparametric regression with multiple thresholds: estimation and inference
• On asymptotic distribution theory in segmented regression problems - identified case
• Optimal changepoint tests for normal linear regression
• Robust bent line regression
• Sample Splitting and Threshold Estimation
• Some Hypotheses Concerning Two Phase Regression Lines
• Testing for changes in polynomial regression
• Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
• Testing for structural change in regression quantiles
• Testing for Threshold Effects in Regression Models
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes

Cited in

(4)

• Testing for change points due to a covariate threshold in quantile regression
• Generalized bent-cable methodology for changepoint data: a Bayesian approach
• Linear-quadratic quantile regression model with a change point due to a threshold covariate
• Linear-quadratic Tobit regression model with a change point due to a covariate threshold

Describes a project that uses

Uses Software

• boot

This page was built for publication: Generalized linear-quadratic model with a change point due to a covariate threshold

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2242889)