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A Program for Estimating the Point of Change and Degree in Polynomial Regression

S. R. EsterbyCanada. Environment CanadaCanada. Inland Waters DirectorateNational Water Research Institute (Canada)

出版	Inland Waters Directorate, National Water Research Institute, Canada Centre for Inland Waters, 1985
ISBN	06621437799780662143772
URL	http://books.google.com.hk/books?id=oxwBX0_2RJIC&hl=&source=gbs_api

註釋"A FORTRAN computer program, which implements an estimation procedure for a polynomial regression model with a change point, is described. The assumptions of the model are analogous to those for a single polynomial but include the assumption that the polynomial, and possibly the variance, have changed at a point in the data set. The order of the data points must also be known. The degree of the polynomial in each segment and the point of change are estimated by an iterative procedure which involves the use of the marginal likelihood function for the change--point parameter and a test using the change inresidual sums of squares with reduction of degree. The assumptions of the model can be examined using the residuals and the likelihood function. Examples are given to demonstrate the utility of the program and to show the output from both the printer and the plotter"--Abstract