Regularization techniques in joinpoint regression

Matúš Maciak () and Ivan Mizera
Additional contact information
Matúš Maciak: Charles University in Prague
Ivan Mizera: University of Alberta

Statistical Papers, 2016, vol. 57, issue 4, No 6, 939-955

Abstract: Abstract Joinpoint regression models are popular in various situations (modeling different trends in economics, mortality and incidence series or epidemiology studies and clinical trials). The literature on joinpoint regression mostly focuses on either the frequentist point of view, or discusses Bayesian approaches instead. A model selection step in all these scenarios considers only some limited set of alternatives, from which the final model is chosen. We present a different model estimation approach: the final model is selected out of all possible alternatives admitted by the data. We apply the $$L_{1}$$ L 1 -regularization idea and via the sparsity principle we identify significant joinpoint locations to construct the final model. Some theoretical results and practical examples are given as well.

Keywords: Joinpoint regression; Segmented regression; Piecewise linear; Changepoints; LASSO; Regularization; Model selection; 62J07; 62F99; 62P25 (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://link.springer.com/10.1007/s00362-016-0823-2 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

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:spr:stpapr:v:57:y:2016:i:4:d:10.1007_s00362-016-0823-2

Ordering information: This journal article can be ordered from
http://www.springer. ... business/journal/362

DOI: 10.1007/s00362-016-0823-2

Access Statistics for this article

Statistical Papers is currently edited by C. Müller, W. Krämer and W.G. Müller

More articles in Statistical Papers from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().