Displaying 1 result from an estimated 1 matches for "roger_at_ysidro".
2007 Nov 14
0
Piecewise Linear Regression
Hi,
Let me pick up this old thread. How does one extract the locations of the knots (ends of the segments) from the fit object below?
Thanks,
Vadim
>From : roger koenker < roger_at_ysidro.econ.uiuc.edu >
Date : Tue 31 May 2005 - 10:23:19 EST
It is conventional to fit piecewise linear models by assuming Gaussian error and
using least squares methods, but one can argue that median regression provides
a more robust approach to this problem. You might consider the following f...