Estimating coefficients of two-phase linear regression model with autocorrelated errors

Tze-San Lee

Statistics & Probability Letters, 1993, vol. 18, issue 2, 113-120

Abstract: From the frequentist's standpoint, here is presented an iterative algorithm for estimating the unknown parameters of two-phase linear regression model with autocorrelated errors. The case in which a change point is unknown is considered. Applications of two-phase linear regression model are mentioned. Also, a numerical example using the sediment settling data is employed to illustrate the proposed algorithm.

Keywords: Change-point first-order autoregressive disturbances segmented; spline or switching regression model (search for similar items in EconPapers)
Date: 1993
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(93)90178-L
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:18:y:1993:i:2:p:113-120

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().