Inference for the Break Point in Segmented Regression with Application to Longitudinal Data uri icon

abstract

  • This paper considers inference for the break point in the segmented regression or piece-wise regression model. Standard likelihood theory does not apply because the break point is absent under the null hypothesis. We use results by DAVIES for this type of non-standard set-up (Biometrika 64 (1977), 247-254 and 74 (1987), 33-43) to obtain a test for the null hypothesis of no break point. A confidence interval can be constructed provided replicate data are available. The methods are exemplified using two longitudinal datasets, the one from ecology, the other from pharmacology

publication date

  • 2003
  • 2003