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Küchenhoff, Helmut and Wellisch, U. (1997): Asymptotics for generalized linear segmented regression models with an unknown breakpoint. Collaborative Research Center 386, Discussion Paper 83
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Abstract

We consider asymptotic theory for the maximum likelihood estimator in the generalized linear model with an unknown breakpoint. A proof for the asymptotic normality is given. The methods are based on the work of Huber (1967). The main problem is the non--differentiability of the likelihood and the score function, which requires non--standard methods. An example from epidemiology is presented, where confidence intervals for the parameters are calculated with the asymptotic results.