通过网格搜索拟合分段回归模型

Fitting Segmented Regression Models by Grid Search

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1980
被引 505 · 同刊同年前 5%
ABS 3

中文导读

描述了一种用网格搜索拟合未知转折点分段回归曲线的方法,并与标准方法比较,适用于更广泛的模型,还能对转折点横坐标进行可靠推断。

Abstract

SUMMARY A grid-search method of fitting segmented regression curves with unknown transition points is described and compared with a standard method. It is shown to be suitable for fitting a wider class of models than the standard method and to provide as a by-product a way of making reliable inferences about the abscissae of the transitions.

回归分析计量经济学统计学计算机科学