Saturday, October 26, 2013

Segmented Regression - Some (Relatively) Early References

In response to a recent post of mine on "segmented regression", an anonymous reader asked if I knew when such regressions first appeared in the literature. I'm not sure of the very first reference, but there was certainly an active literature on this by the mid 1960's.

One good reference is V. E. McGee and W. T. Carleton (1970), "Piecewise Regression", Journal of the American Statistical Association, 65, 1109-1124. Those authors cite the following other material, which includes several earlier papers on this topic:

Hopefully, this is helpful.

© 2013, David E. Giles