Estimation in a Multivariable Two-Phase Regression |
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| Authors: | AB Heath JA Anderson |
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| Institution: | Departments of Medical Statistics , Statistics University of Newcastle upon Tyne , |
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| Abstract: | A likelihood approach is considered for the problems of estimating the changepoint and other parameters in a multivariable two-phase regression.Methods for finding the maximum likelihood estimates are given for the cases when the covariance matrix is known, and unknown.The distribution of the usual likelihood ratio test statistic is Investigated using simulations, and a Monte-Carlo aporoach is suggested for testing for the existence of a change-point.Numerical1 Illistrute aie provided. |
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| Keywords: | changepoint Monte-Carlo testing likelihood support |
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