On the classification of observations in the switching regression

• Authors: Pruska, Krystyna

Title variants

EN

O klasyfikacji obserwacji w regresji przełącznikowej

Abstracts

EN

The paper discusses the method of determining the sample division indicator for the switching regression model in case of two states generating values of the explained variable, which ensures the least risk of making a mistake, understood as the expected value of relevant loss function. This paper is an attempt to take advantage of the discrimination analysis elements in the switching regression analysis.

Keywords

EN

switching regression model; discrimination analysis; loss function

• Publisher: Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
• Journal: Acta Universitatis Lodziensis. Folia Oeconomica
• Year: 1997
• Volume: 141

Dates

published

1997

Contributors

author

Pruska, Krystyna

other

University of Łódź, Chair of Statistical Methods

Identifiers

URI

http://hdl.handle.net/11089/6255