A program for estimating the point of change and degree in polynomial regression /by S.R. Esterby. : En13-5/85-96E-PDF
"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
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.848537&sl=1
| Ministère/Organisme | Canada. Environment Canada. National Water Research Institute (Canada) |
|---|---|
| Titre | A program for estimating the point of change and degree in polynomial regression /by S.R. Esterby. |
| Titre de la série | NWRI contribution ; 85-96 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Note(s) | "March 1985". "Submitted to IWD Scientific Series". Digitized edition from print [produced by Environment and Climate Change Canada]. Includes bibliographical references: p. 20. Includes management perspective and abstract in French. |
| Information sur la publication | Burlington, Ont. : National Water Research Institute, Canada Centre for Inland Waters, 1985. |
| Auteur / Contributeur | Esterby, S. R. |
| Description | 20, [11] p. : ill. |
| Numéro de catalogue |
|
| Descripteurs | Software Statistical analysis |