You are not currently logged in.
Access your personal account or get JSTOR access through your library or other institution:
Piecewise Regression Using Cubic Spline
Dale J. Poirier
Journal of the American Statistical Association
Vol. 68, No. 343 (Sep., 1973), pp. 515-524
Stable URL: http://www.jstor.org/stable/2284770
Page Count: 10
Preview not available
Spline theory and piecewise regression theory are integrated to provide a framework in which structural change is viewed as occurring in a smooth fashion. Specifically, structural change occurs at given points through jump discontinuities in the third derivative of a continuous piecewise cubic estimating function. Testing procedures are developed for detecting structural change as well as linear or quadratic segments. Finally, the techniques developed are illustrated empirically in a learning-by-doing model.
Journal of the American Statistical Association © 1973 American Statistical Association