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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Empirical likelihood method for segmented linear regression

Unknown Date (has links)
For a segmented regression system with an unknown change-point over two domains of a predictor, a new empirical likelihood ratio test statistic is proposed to test the null hypothesis of no change. The proposed method is a non-parametric method which releases the assumption of the error distribution. Under the null hypothesis of no change, the proposed test statistic is shown empirically Gumbel distributed with robust location and scale parameters under various parameter settings and error distributions. Under the alternative hypothesis with a change-point, the comparisons with two other methods (Chen's SIC method and Muggeo's SEG method) show that the proposed method performs better when the slope change is small. A power analysis is conducted to illustrate the performance of the test. The proposed method is also applied to analyze two real datasets: the plasma osmolality dataset and the gasoline price dataset. / by Zhihua Liu. / Thesis (Ph.D.)--Florida Atlantic University, 2011. / Includes bibliography. / Electronic reproduction. Boca Raton, Fla., 200?. Mode of access: World Wide Web.

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