Date of Award
2011
Document Type
Thesis
Publication Status
Version of Record
Submission Date
October 2026
Abstract
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.
Extent
ix, 42 p. : ill. (some col.)
Recommended Citation
Liu, Zhihua., "Empirical likelihood method for segmented linear regression" (2011). Electronic Theses and Dissertations 2010 - 2019. 267.
https://digitalcommons.fau.edu/etd_general_6/267
Identifier
FADT3332719
Comments
by Zhihua Liu.|Thesis (Ph.D.)--Florida Atlantic University, 2011.|Includes bibliography.|Electronic reproduction. Boca Raton, Fla., 200?. Mode of access: World Wide Web.|by Zhihua Liu.