Fast Bootstrap Confidence Intervals for Continuous Threshold Linear Regression
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DOI: 10.1080/10618600.2018.1537927
Abstract: ABSTRACT Continuous threshold regression is a common type of nonlinear regression that is attractive to many practitioners for its easy interpretability. More widespread adoption of threshold regression faces two challenges: (i) the computational complexity of… read more here.
Keywords: regression; linear regression; threshold regression; threshold linear ... See more keywords