Two Phase Linear Regression Estimator


Version: 1.0.0


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DESCRIPTION:
This packege estimates the parameters of two-phase linear regression model. The slope and intercept of the two regression lines are estimated as well as the location of the break point.

The package is written under Octave, but it runs also in MATLAB environment.

AUTHORS:
Dimitar Atanasov
datanasov@fmi.uni-sofia.bg

Vessela Stoimenova
stoimenova@fmi.uni-sofia.bg

LICENSE:
The package is under the CC-GNU LGPL.
You may use, copy or redistribute this package free if name of the package, names and e-mail addresses of the authors are cited.

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REFERENCES:

  1. Bacon D., Watts D. (1971). Estimating the Transition Between Two Intersecting Straith Lines. Biometrica. 58.3.
  2. Diniz C., Brochi L. (2005). Robustness of Two-phase Regression Tests. Revstat. 3. 1.
  3. Hinkley D. (1969).Inference About the Intersection on two-phase regression. Biometrika. 56.3.
  4. Koul H., Quan L. (2002). Asymptotic of maximum likelihood estimator in two-phase linear regression model. Journal of Statistical Planning and Inference. 108.
  5. Sprent P. (1961). Some Hypotheses Concerning Two Phase REgression Lines. Biometrics. 17.
  6. Stoimenova E., Datcheva M., Schanz T. (2004). Application of Two-phase Regression to Geotechnical Data. Pliska Stud. Math. Bulgar. 16.
  7. Walkowiak R., Kala R. (2000). Two-phase Nonlinear Regression with Smooth Transmission. Commun. Statist. - Simula. 29. 2.
  8. Watts G., Bacon D. (1974). Using An Hyperbola as a Transition Model to Fit Two-Regime Straight-Line Data. Techmometrics. 16. 3.