Mathematics – Statistics Theory
Scientific paper
2008-05-16
IMS Collections 2008, Vol. 1, 305-320
Mathematics
Statistics Theory
Published in at http://dx.doi.org/10.1214/193940307000000239 the IMS Collections (http://www.imstat.org/publications/imscollec
Scientific paper
10.1214/193940307000000239
Statistical models incorporating change points are common in practice, especially in the area of biomedicine. This approach is appealing in that a specific parameter is introduced to account for the abrupt change in the response variable relating to a particular independent variable of interest. The statistical challenge one encounters is that the likelihood function is not differentiable with respect to this change point parameter. Consequently, the conventional asymptotic properties for the maximum likelihood estimators fail to hold in this situation. In this paper, we propose an estimating procedure for estimating the change point along with other regression coefficients under the generalized linear model framework. We show that the proposed estimators enjoy the conventional asymptotic properties including consistency and normality. Simulation work we conducted suggests that it performs well for the situations considered. We applied the proposed method to a case-control study aimed to examine the relationship between the risk of myocardial infarction and alcohol intake.
Liang Kung-Yee
Zhou Hongling
No associations
LandOfFree
On estimating the change point in generalized linear models does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with On estimating the change point in generalized linear models, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On estimating the change point in generalized linear models will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-272693