Change Point Inference in Growth Curve Models

Authors

Bratati Chakraborty, Lady Brabourne College
Wen Tao Huang, Tamkang University
Ayanendranath Basu, Indian Statistical Institute, Kolkata

Article Type

Research Article

Publication Title

Proceedings of the National Academy of Sciences India Section A - Physical Sciences

Abstract

In this paper we present statistical procedures to do inference about possible change points based on the p value of the test used to assess the goodness-of-fit of the longitudinal model. The first of these procedures deals with a few statistical tests which check for the existence of any change point in the data set under study and the second one considers the estimation of such change points. In addition, we also provide a statistical test to determine whether a specific time point is a change point or not. The effectiveness of the proposed methods are demonstrated through simulation studies.

First Page

65

Last Page

73

DOI

10.1007/s40010-015-0224-2

Publication Date

3-1-2016

Recommended Citation

Chakraborty, Bratati; Huang, Wen Tao; and Basu, Ayanendranath, "Change Point Inference in Growth Curve Models" (2016). Journal Articles. 4131.
https://digitalcommons.isical.ac.in/journal-articles/4131