Detecting a change in the type of relationship modelled in regression form is accompanied by the need for inference about the point at which the change occurs. This research will examine statistical tests and their properties and will construct confidence regions for change points, concentrating on two-phase multiple regression. Approximate distributions for test statistics will be generated, power functions will be estimated, robustness will be considered theoretically and numerically, and an alternative estimator will be defined using a neural network algorithm.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Application #
9111904
Program Officer
Alan Izenman
Project Start
Project End
Budget Start
1991-07-15
Budget End
1993-12-31
Support Year
Fiscal Year
1991
Total Cost
$42,792
Indirect Cost
Name
Syracuse University
Department
Type
DUNS #
City
Syracuse
State
NY
Country
United States
Zip Code
13244