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

From: chngpt: threshold regression model estimation and inference

  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
(xe)+    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
(xe)+    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   
(xe)+    0.13 0.05 0.34 0.11   
e    -0.00 -0.02 0.04 0.04