TY - JOUR
T1 - Generalized linear–quadratic model with a change point due to a covariate threshold
AU - Zhang, Feipeng
AU - Yang, Jiejing
AU - Liu, Lei
AU - Yu, Yuan
N1 - Funding Information:
The authors are grateful to the anonymous referees for many helpful comments. Zhang’s work is supported by the National Natural Science Foundation of China (No. 11771133 ). Yu is supported by Shandong Social Science Planning Fund Program of China (No. 20CSDJ24 ).
Publisher Copyright:
© 2021 Elsevier B.V.
PY - 2022/1
Y1 - 2022/1
N2 - In this article, we develop a generalized linear–quadratic model with a change point due to a covariate threshold, with one line segment and another quadratic segment intersecting at a change point. A two-step method is proposed to estimate the regression coefficients and the change point. The asymptotic properties of the proposed estimator are derived by modern empirical processes theory. A sup-likelihood ratio test statistic along with its limiting distribution is used to test the existence of the change point. Simulation studies demonstrate that the proposed estimator has good finite-sample performance for different link functions. The applications of the proposed method on Down Syndrome data and Heart failure clinical records data reveal interesting insights.
AB - In this article, we develop a generalized linear–quadratic model with a change point due to a covariate threshold, with one line segment and another quadratic segment intersecting at a change point. A two-step method is proposed to estimate the regression coefficients and the change point. The asymptotic properties of the proposed estimator are derived by modern empirical processes theory. A sup-likelihood ratio test statistic along with its limiting distribution is used to test the existence of the change point. Simulation studies demonstrate that the proposed estimator has good finite-sample performance for different link functions. The applications of the proposed method on Down Syndrome data and Heart failure clinical records data reveal interesting insights.
KW - Change point
KW - Generalized Linear-quadratic model
KW - Sup likelihood ratio test
UR - http://www.scopus.com/inward/record.url?scp=85111022121&partnerID=8YFLogxK
U2 - 10.1016/j.jspi.2021.05.012
DO - 10.1016/j.jspi.2021.05.012
M3 - Review article
AN - SCOPUS:85111022121
SN - 0378-3758
VL - 216
SP - 194
EP - 206
JO - Journal of Statistical Planning and Inference
JF - Journal of Statistical Planning and Inference
ER -