Two-stage design for estimation of the change point in a two-phase simple linear regression
| Autor: | Lai, Jin-Li, 賴進利 |
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| Rok vydání: | 2005 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 93 The change point problem can be involved in many models such as parametric, nonparametric, regression, time series, sequential, Bayesian, and so on. This thesis focuses on estimating the location of the change point in a simple regression model. We first show that the computational simulation demonstrates a bimodal phenomenon which could increase the variation of the estimator badly when the independent variables are allocated uniformly over the explanatory interval and the least square method is used to determine the estimator of the change point. In the second part,we implement a two-stage design that tries to shrink the possible location of the change point via first stage and then design the second stage accordingly. Simulation result gives a positive response in reducing the variation caused by the bimodal phenomenon. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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