Healey, Brian (2004) Segmented regression: a robust approach. Masters thesis, Memorial University of Newfoundland.
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Abstract
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) |
|---|---|
| URI: | http://research.library.mun.ca/id/eprint/12252 |
| Item ID: | 12252 |
| Additional Information: | Includes bibliographical references (pages 92-100). |
| Department(s): | Science, Faculty of > Mathematics and Statistics |
| Date: | 2004 |
| Date Type: | Submission |
| Library of Congress Subject Heading: | Change-point problems; Regression analysis; Robust statistics |
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