Some Algorithms for Linear Spline and Piecewise Multiple Linear Regression
线性样条与分段多元线性回归的若干算法
This paper develops some efficient algorithms for linear spline and piecewise multiple linear regression. A plotting procedure that shows the existence and location of changes in linear regression models is developed as an adjunct to one of the algorithms. The algorithms are compared with other presently available algorithms both in terms of efficiency and in terms of performance on sets of artificial data. An example shows how the algorithms, implemented in portable FORTRAN…