Healey, Brian (2004) Segmented regression: a robust approach. Masters thesis, Memorial University of Newfoundland.
- Accepted Version
Available under License - The author retains copyright ownership and moral rights in this thesis. Neither the thesis nor substantial extracts from it may be printed or otherwise reproduced without the author's permission.
Robust estimators are developed for the segmented regression model, a model consisting of two linear segments separated by a change-point. Julious (2001) introduced a method to estimate parameters in the case of unknown changepoint. The focus of this practicum is on robustifying the Julious algorithm via iteratively re-weighting, extending the work of Julious (2001). Simulation studies are conducted to assess the performance of the iterative re-weighting. The methods are applied to a physiological data set studied by Julious, and to two stock-recruit data sets from fisheries science .
|Item Type:||Thesis (Masters)|
|Additional Information:||Includes bibliographical references (pages 92-100).|
|Department(s):||Science, Faculty of > Mathematics and Statistics|
|Library of Congress Subject Heading:||Change-point problems; Regression analysis; Robust statistics|
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