Estimating the Number of Changepoints in Segmented Regression Models: Comparative Study and Application

21 Pages Posted: 4 Nov 2020

See all articles by nicoletta d'angelo

nicoletta d'angelo

University of Palermo - Department of Economics, Business and Statistics

andrea priulla

affiliation not provided to SSRN

Date Written: November 4, 2020

Abstract

This paper deals with the problem of selecting the number of changepoints in segmented regression models. The aim is to review selection criteria, namely information criteria and hypothesis testing, and to propose a novel application in the context of students' careers in higher education. The performance of the selection criteria is assessed through simulation studies. Furthermore, we investigate the relationship between University students' performances and one of their main determinants, finding out that this relationship is actually broken-line.

Keywords: Information criteria, Hypothesis testing, Segmented regression, Changepoints, Higher education

Suggested Citation

d'angelo, nicoletta and priulla, andrea, Estimating the Number of Changepoints in Segmented Regression Models: Comparative Study and Application (November 4, 2020). d/SEAS Working Paper Forthcoming, Available at SSRN: https://ssrn.com/abstract=3724965 or http://dx.doi.org/10.2139/ssrn.3724965

Nicoletta D'angelo (Contact Author)

University of Palermo - Department of Economics, Business and Statistics ( email )

Viale delle Scienze
Palermo, 90100
Italy

Andrea Priulla

affiliation not provided to SSRN

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