Estimating coefficients of two-phase linear regression model with autocorrelated errors
type: Item
instance of: scholarly article
title: Estimating coefficients of two-phase linear regression model with autocorrelated errors
zbMATH Open document ID: 0779.62055
DOI: 10.1016/0167-7152(93)90178-L
author: Tze-San Lee
published in: Statistics \& Probability Letters
publication date: 1994-01-19T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 445273
zbMATH Keywords: first-order autoregressive disturbances
zbMATH Keywords: switching regression model
zbMATH Keywords: segmented regression model
zbMATH Keywords: spline regression
zbMATH Keywords: frequentist approach
zbMATH Keywords: iterative algorithm
zbMATH Keywords: two-phase linear regression model
zbMATH Keywords: autocorrelated errors
zbMATH Keywords: numerical example
zbMATH Keywords: sediment settling data
MaRDI profile type: MaRDI publication profile
cites work: Q4010408
cites work: Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
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cites work: Inference about the Point of Change in a Regression Model
cites work: Inference about the intersection in two-phase regression
cites work: Inference in Two-Phase Regression
cites work: Fitting Segmented Curves Whose Join Points Have to be Estimated
cites work: Q4122688
cites work: The Effect of the First Observation in Regression Models with First-Order Autoregressive Disturbances
cites work: Parameter changes in a regression model with autocorrelated errors
cites work: Q4042577
cites work: Straight Lines with a Change-Point: A Bayesian Analysis of Some Renal Transplant Data
cites work: Some Hypotheses Concerning Two Phase Regression Lines
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description: scientific article; zbMATH DE number 445273