IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v69y2004i3p315-332.html
   My bibliography  Save this article

Detection of structural changes in generalized linear models

Author

Listed:
  • Antoch, Jaromír
  • Gregoire, Gérard
  • Jarusková, Daniela

Abstract

Some results on testing for changes in generalized linear models are presented and approximations to the critical values developed. Procedure is illustrated on simulated data.

Suggested Citation

  • Antoch, Jaromír & Gregoire, Gérard & Jarusková, Daniela, 2004. "Detection of structural changes in generalized linear models," Statistics & Probability Letters, Elsevier, vol. 69(3), pages 315-332, September.
    • Handle: RePEc:eee:stapro:v:69:y:2004:i:3:p:315-332
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(04)00182-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Gabriela Ciuperca & Zahraa Salloum, 2015. "Empirical likelihood test in a posteriori change-point nonlinear model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(8), pages 919-952, November.
    2. Ying Huang & Juhee Cho & Youyi Fong, 2021. "Threshold‐based subgroup testing in logistic regression models in two‐phase sampling designs," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(2), pages 291-311, March.
    3. Youyi Fong & Chongzhi Di & Ying Huang & Peter B. Gilbert, 2017. "Model-robust inference for continuous threshold regression models," Biometrics, The International Biometric Society, vol. 73(2), pages 452-462, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:69:y:2004:i:3:p:315-332. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.