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Piecewise linear model

Statistical and Numerical Computing

  1. Helmut Küchenhoff

Published Online: 15 SEP 2006

DOI: 10.1002/9780470057339.vap015

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Küchenhoff, H. 2006. Piecewise linear model. Encyclopedia of Environmetrics. 4.

Author Information

  1. University of Munich, Germany

Publication History

  1. Published Online: 15 SEP 2006

Abstract

In many practical regression-type problems we cannot fit one uniform regression function to the data, since the functional relationship between the response Y and the regressor X changes at certain points of the domain of X. These points are usually called break points or change points. In such situations, we apply regression models that are obtained by a piecewise definition of the regression function on intervals of the domain of X.