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Table 2 Monte Carlo interquartile range of coefficient and 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 0.19 0.14 0.19 0.14 0.20 0.15 0.22 0.07
x      0.40 0.26 0.68 0.17
I(x >e) 0.35 0.24      3.15 1.09
(xe)+    0.50 0.31 0.49 0.31 1.19 0.24
e 0.31 0.15 0.69 0.45 1.00 0.65 1.47 0.57
smooth         
z 0.19 0.13 0.19 0.14 0.21 0.15 0.22 0.07
x      0.40 0.26 0.63 0.16
I(x >e) 0.35 0.24      2.84 0.97
(xe)+    0.49 0.31 0.49 0.31 1.14 0.25
e 0.29 0.13 0.69 0.45 0.99 0.64 1.47 0.54
first order         
z    0.20 0.14 0.20 0.15   
x      0.41 0.26   
(xe)+    0.49 0.31 0.53 0.31   
e    0.67 0.45 1.05 0.65