Two-phase regression and goodness of fit |
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Authors: | James M Freeman |
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Institution: | Department of Management Sciences , University of Manchester Institute of Science and Technology , England |
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Abstract: | Analysis of two-phase regression has traditionally been carried out using a variety of likelihood approaches. In this paper we present an alternative procedure based on a goodness of fit criterion. Exact hypothesis tests for a known switch point are developed. Approximate (conservative) tests for an unknown switch point are also obtained |
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Keywords: | regression segmented slippage goodness of fit |
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