scispace - formally typeset
Journal ArticleDOI

A New Maximum Likelihood Algorithm for Piecewise Regression

Reads0
Chats0
TLDR
In this paper, a piecewise regression method for continuous models containing max or min operators is presented, which does not require knowledge of the zone in which a shift in regimes occurs and allows the application of analytical derivatives to maximize the likelihood function.
Abstract
This paper presents a piecewise regression method for continuous models containing max or min operators, or both This method does not require knowledge of the zone in which a shift in regimes occurs Moreover, it allows the application of analytical derivatives to maximize the likelihood function, which greatly simplifies the estimation of the model The method proposed exhibits fast convergence and can be used for an arbitrary number of regimes and variables

read more

Citations
More filters
Journal ArticleDOI

Piecewise regression: a tool for identifying ecological thresholds

TL;DR: In this article, the authors demonstrate the use of piecewise regression as a statistical technique to model ecological thresholds and demonstrate the need for a careful study of the likelihood surface when fitting and interpreting the results from piecewise-regression models.
Journal ArticleDOI

Still more spawner-recruitment curves: the hockey stick and its generalizations

TL;DR: It is shown that the Beverton-Holt usually estimates a larger carrying capacity of recruits and a larger maximum reproductive rate than the hockey stick, and two families of generalizations of the hockey Stick are proposed, one with a simple interpretation and one that is more complex but smoother.
Journal ArticleDOI

Ramp function regression: a tool for quantifying climate transitions

TL;DR: Examples of time series demonstrate that the presented RAMPFIT approach is useful for practical applications in geosciences, and that the ramp function may serve well to model climate transitions.
Journal ArticleDOI

A biodegradable testosterone microcapsule formulation provides uniform eugonadal levels of testosterone for 10-11 weeks in hypogonadal men.

TL;DR: Data indicate that testosterone microcapsule formulation provides uniform eugonadal levels of testosterone for about 10 weeks, and the long duration and zero order kinetics make it an attractive alternative to existing methods of androgen replacement.
Book ChapterDOI

19 Review about estimation of change points

TL;DR: In this article, the authors provide an overview of estimation of change points and present various non-Bayesian estimators about jump change model, Bayesian methods, and some other methods are proposed to study the estimates of change point such as dynamic program and smooth approximation.
References
More filters
Journal ArticleDOI

Quasi-Newton Methods, Motivation and Theory

TL;DR: In this paper, an attempt to motivate and justify quasi-Newton methods as useful modifications of Newton''s method for general and gradient nonlinear systems of equations is made, and references are given to ample numerical justification; here we give an overview of many of the important theoretical results.
Journal ArticleDOI

Estimating the transition between two intersecting straight lines

TL;DR: In this paper, a general model is proposed which allows for a smooth transition from one linear regime to the other, accomplished by a curve incorporating a transition parameter, and a Bayesian estimation procedure is used to determine the plausibility of different parameter values.
Journal ArticleDOI

Fitting Segmented Curves Whose Join Points Have to Be Estimated

TL;DR: In this article, the authors consider the case where the submodels of the model are made up of a mixture of straight lines and constants, and show how to modify local least squares estimates so that they satisfy an obvious linear constraint.
Journal ArticleDOI

Inference in Two-Phase Regression

TL;DR: In this paper, a procedure for obtaining maximum likelihood estimates and likelihood confidence regions in the intersecting two-phase linear regression model is presented, illustrated on a small set of data, and the distributional properties are examined empirically.
Related Papers (5)