Skip to main content

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

(x−e)+

  

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

(x−e)+

  

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

  

(x−e)+

  

0.49

0.31

0.53

0.31

  

e

  

0.67

0.45

1.05

0.65

 Â