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Model-robust inference for continuous threshold regression models

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  • Youyi Fong
  • Chongzhi Di
  • Ying Huang
  • Peter B. Gilbert

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  • Youyi Fong & Chongzhi Di & Ying Huang & Peter B. Gilbert, 2017. "Model-robust inference for continuous threshold regression models," Biometrics, The International Biometric Society, vol. 73(2), pages 452-462, June.
  • Handle: RePEc:bla:biomet:v:73:y:2017:i:2:p:452-462
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    File URL: http://hdl.handle.net/10.1111/biom.12623
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    References listed on IDEAS

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    1. Zeileis, Achim & Leisch, Friedrich & Hornik, Kurt & Kleiber, Christian, 2002. "strucchange: An R Package for Testing for Structural Change in Linear Regression Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 7(i02).
    2. Ronghui Xu & Sudeshna Adak, 2002. "Survival Analysis with Time-Varying Regression Effects Using a Tree-Based Approach," Biometrics, The International Biometric Society, vol. 58(2), pages 305-315, June.
    3. Ian W. McKeague & Min Qian, 2015. "An Adaptive Resampling Test for Detecting the Presence of Significant Predictors," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1422-1433, December.
    4. Antoch, Jaromír & Gregoire, Gérard & Jarusková, Daniela, 2004. "Detection of structural changes in generalized linear models," Statistics & Probability Letters, Elsevier, vol. 69(3), pages 315-332, September.
    5. Bruce E. Hansen, 2000. "Sample Splitting and Threshold Estimation," Econometrica, Econometric Society, vol. 68(3), pages 575-604, May.
    6. Gang Zheng & Zehua Chen, 2005. "Comparison of Maximum Statistics for Hypothesis Testing When a Nuisance Parameter Is Present only under the Alternative," Biometrics, The International Biometric Society, vol. 61(1), pages 254-258, March.
    7. Lee, Sokbae & Seo, Myung Hwan & Shin, Youngki, 2011. "Testing for Threshold Effects in Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 220-231.
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    Cited by:

    1. Ying Huang & Juhee Cho & Youyi Fong, 2021. "Threshold‐based subgroup testing in logistic regression models in two‐phase sampling designs," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(2), pages 291-311, March.
    2. V., Ernesto Guerra & H., Eugenio Bobenrieth & H., Juan Bobenrieth & Wright, Brian D., 2023. "Endogenous thresholds in energy prices: Modeling and empirical estimation," Energy Economics, Elsevier, vol. 121(C).

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