Segmented regression: a robust approach

Healey, Brian (2004) Segmented regression: a robust approach. Masters thesis, Memorial University of Newfoundland.

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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)
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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