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Fitting Segmented Regression Models by Grid Search

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  • P. M. Lerman

Abstract

A grid‐search method of fitting segmented regression curves with unknown transition points is described and compared with a standard method. It is shown to be suitable for fitting a wider class of models than the standard method and to provide as a by‐product a way of making reliable inferences about the abscissae of the transitions.

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  • P. M. Lerman, 1980. "Fitting Segmented Regression Models by Grid Search," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(1), pages 77-84, March.
    • Handle: RePEc:bla:jorssc:v:29:y:1980:i:1:p:77-84
    DOI: 10.2307/2346413
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