Piecewise Regression Using Cubic Splines
1973; Volume: 68; Issue: 343 Linguagem: Inglês
10.1080/01621459.1973.10481376
ISSN1537-274X
Autores Tópico(s)Sparse and Compressive Sensing Techniques
ResumoAbstract Spline theory and piecewise regression theory are integrated to provide a framework in which structural change is viewed as occurring in a smooth fashion. Specifically, structural change occurs at given points through jump discontinuities in the third derivative of a continuous piecewise cubic estimating function. Testing procedures are developed for detecting structural change as well as linear or quadratic segments. Finally, the techniques developed are illustrated empirically in a learning-by-doing model.
Referência(s)