Work

Selecting the Number of Change-points in Segmented Line Regression.

Year: 2009

Type: article

Abstract: Segmented line regression has been used in many applications, and the problem of estimating the number of change-points in segmented line regression has been discussed in Kim et al. (2000). This paper studies asymptotic properties of the number of change-points selected by the permutation procedure of Kim et al. (2000). This procedure is based on a sequential application of likelihood ratio type tests, and controls the over-fitting probability by its design. In this paper we show that, under some conditions, the number of change-points selected by the permutation procedure is consistent. Via simulations, the permutation procedure is compared with such information-based criterior as the Bayesian Information Criterion (BIC), the Akaike Information Criterion (AIC), and Generalized Cross Validation (GCV).

Source: PubMed

Authors: Hyune-Ju Kim, Binbing Yu, Eric J Feuer

Institutions: National Cancer Institute, Syracuse University, National Institute on Aging, National Institutes of Health

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: National Institute on Aging

Award: The risk of dementia, disease progression and its impact on survival

OpenAlex ID: W145789836

FWCI: 1.382

Cites: 23

Cited by: 75

Related to: 10