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Journal of Statistics and Management Systems

(Since 1998)
Open Access ·Peer-reviewed·ISSN (Online): 2169-0014·ISSN (Print): 0972-0510
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The Journal of Statistics and Management Systems (JSMS) is a world leading journal publishing high quality, rigorously peer-reviewed original research on theoretical and applied statistics and management systems since 1998. The scope is intentionally broad, but papers must make a novel contribution to the field to be considered for publication. Topics include, but are not limited to, the following: • Statistics • Applied Statistics • Industrial Statistics • Statistical Inference • Interdisciplinary role of Statistics • Actuarial Sciences • Decision Sciences • Managerial Aspects • Management Sciences • Management Information Systems

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Journal of Statistics and Management Systems
Open Access Research Article

Estimating switch points and thresholds when the dependent variable is not observable

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pp. 375–385Vol. 28Issue 2March 2025DOI: 10.47974/JSMS-1395XML
Received:
03 Apr 2024
Published Online:
01 Mar 2025
Article type:
Research Article
Language:
EN
Article no.:
JSMS-1395
Pages:
375–385

Abstract

This study deals with a mixture of switching and threshold regression when the dependent variable cannot be measured. However, unlike the earlier attempts, the proposed methods do not assume an apriori probability density function for any of these variables. The switch points and thresholds have been estimated separately. Similarly, the estimation procedure defines transformation of independent variables to reduce the problem to one of estimating a continuous linear regression. Examples have been provided to illustrate the efficacy of the proposed method.

Keywords

Unobservable dependent variableSwitching and thresholdEfficient estimation

Subject Classifications

62P2062J9991B24

References

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