1975
DOI: 10.1214/aos/1176343000
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The Log Likelihood Ratio in Segmented Regression

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Cited by 153 publications
(71 citation statements)
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“…Hudson (1966) provides a graphic algorithm (for minimization of overall sum of squares of error, SSE, in the segmented model) and shows that the algorithm generally provides the maximum likelihood estimate (MLE) of the abscissa of an unknown breakpoint (tBP); he provides no information as to how likely that estimate may be (rendering inferences impossible). Feder (1975a;1975b) proves that, provided the model is identified (i.e. includes no more hypothesized breakpoints than are present in the real population), and if no hypothesized tBP coincides with an abscissa of observation in the sample, then minimization of SSE (the MLE function) converges asymptotically to the true population breakpoint (BP).…”
Section: Death Phasementioning
confidence: 94%
“…Hudson (1966) provides a graphic algorithm (for minimization of overall sum of squares of error, SSE, in the segmented model) and shows that the algorithm generally provides the maximum likelihood estimate (MLE) of the abscissa of an unknown breakpoint (tBP); he provides no information as to how likely that estimate may be (rendering inferences impossible). Feder (1975a;1975b) proves that, provided the model is identified (i.e. includes no more hypothesized breakpoints than are present in the real population), and if no hypothesized tBP coincides with an abscissa of observation in the sample, then minimization of SSE (the MLE function) converges asymptotically to the true population breakpoint (BP).…”
Section: Death Phasementioning
confidence: 94%
“…Application of these joint locations to a linear model provides insight into the non-constant relationship of the data series (Muggeo 2003). Advanced practices in segmented regression analysis typically look beyond these independent models in an attempt to integrate a generalized theory (Hudson 1966;Farley and Hinich 1970;Kimeldorf and Wahba 1970;Feder 1975). However, this analysis is mathematically complex and partially ill-suited for direct application to the overall needs of this research (Feder 1975).…”
Section: Segmented Regression Analysismentioning
confidence: 99%
“…The second statistic has the form n * In [SSE(HO) / SSE(Hl)]. This statistic has the -same asymptotic distribution as the first (Feder, 1975b). The corresponding F statistics and their descriptive significance levels are also printed.…”
Section: Investigating Hypothesesmentioning
confidence: 99%
“…The statistics appropriate for such tests are difficult to compute and converge rather slowly to their asymptotic distribution (e.g., Feder, 1975b). Segcurve optionally computes and writes to a file statistics that can be used to test for a one-phase model versus a wider class of alternative models.…”
Section: Investigating Hypothesesmentioning
confidence: 99%