chngpt: threshold regression model estimation and inference

BMC Bioinformatics

Table 1 Relative bias of coefficient estimates and bias of threshold estimates of three search strategies: grid search, smooth approximation, and first order approximation

	step		hinge		segmented		stegmented
n	250	500	250	500	250	500	250	2000
grid
z	0.02	0.02	0.02	0.02	0.02	0.00	0.04	0.01
x					0.22	0.09	0.48	0.02
I(x >e)	0.17	0.09					0.85	0.19
(x−e)₊			0.15	0.05	0.23	0.11	-0.33	-0.05
e	0.00	-0.01	0.01	-0.02	0.01	0.03	-0.16	-0.02
smooth
z	0.01	0.02	0.02	0.02	0.03	0.01	0.03	0.01
x					0.20	0.10	0.43	0.02
I(x >e)	0.13	0.06					0.35	0.03
(x−e)₊			0.15	0.05	0.22	0.11	-0.26	-0.03
e	-0.02	-0.01	0.01	-0.02	0.03	0.01	-0.17	-0.03
first order
z			0.02	0.02	0.02	0.00
x					0.24	0.09
(x−e)₊			0.13	0.05	0.34	0.11
e			-0.00	-0.02	0.04	0.04

ISSN: 1471-2105