On estimating the change point in generalized linear models

Simple item page
dc.creatorZhou, Hongling
dc.creatorLiang, Kung-Yee
dc.date2008-05-16
dc.date.accessioned2026-07-07T12:18:57Z
dc.date.available2026-07-07T12:18:57Z
dc.descriptionStatistical 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.
dc.descriptionPublished in at http://dx.doi.org/10.1214/193940307000000239 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0805.2485
dc.identifierhttp://arxiv.org/abs/0805.2485
dc.identifierIMS Collections 2008, Vol. 1, 305-320
dc.identifierdoi:10.1214/193940307000000239
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212592
dc.subjectStatistics Theory
dc.subject62F10, 62F12 (Primary) 62E20 (Secondary)
dc.titleOn estimating the change point in generalized linear models
dc.typetext

Files

Collections

arXiv