2017
DOI: 10.1186/s12859-017-1863-x
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chngpt: threshold regression model estimation and inference

Abstract: BackgroundThreshold regression models are a diverse set of non-regular regression models that all depend on change points or thresholds. They provide a simple but elegant and interpretable way to model certain kinds of nonlinear relationships between the outcome and a predictor.ResultsThe R package chngpt provides both estimation and hypothesis testing functionalities for four common variants of threshold regression models. All allow for adjustment of additional covariates not subjected to thresholding. We dem… Show more

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Cited by 165 publications
(149 citation statements)
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“…With these data, we evaluated two models, a step arrangement evaluating whether there was a demonstrable change in status (i.e., mean abundance) during the time period and a segmented model examining whether there was a change in the trend; we specifically tested for a reversal of trend from a period of decline to one of growth. We fit these models in R (R Core Team 2018) with the changepoint (Killick et al 2016) and chngpt (Fong and Gilbert 2017) packages. Assumptions of independent, normally distributed data (on a log e scale) with constant variance pre- and post-change were evaluated with Shapiro and Kolmogorov-Smirnov tests and inspection of quantile-quantile and autocorrelation plots.…”
Section: Methodsmentioning
confidence: 99%
“…With these data, we evaluated two models, a step arrangement evaluating whether there was a demonstrable change in status (i.e., mean abundance) during the time period and a segmented model examining whether there was a change in the trend; we specifically tested for a reversal of trend from a period of decline to one of growth. We fit these models in R (R Core Team 2018) with the changepoint (Killick et al 2016) and chngpt (Fong and Gilbert 2017) packages. Assumptions of independent, normally distributed data (on a log e scale) with constant variance pre- and post-change were evaluated with Shapiro and Kolmogorov-Smirnov tests and inspection of quantile-quantile and autocorrelation plots.…”
Section: Methodsmentioning
confidence: 99%
“…In addition, the variance of the change‐point by Muggeo's method is obtained as an approximation to the variance of the ratio of two random variables based on the delta method and is sensitive to the difference in slopes and the sample size . This method may not adequately account for the uncertainty involved in the estimate of the change‐point . Our method on the other hand uses Equation and the asymptotic variance formula for θ I in Section 3 for the estimation of the model parameters and associated variances.…”
Section: Applicationsmentioning
confidence: 99%
“…12 This method may not adequately account for the uncertainty involved in the estimate of the change-point. 23 Our method on the other hand uses Equation (4) and the asymptotic variance formula for I in Section 3 for the estimation of the model parameters and associated variances. Another reason could be that the estimated location of the change-point for age by the proposed and Muggeo's method is around 50, which lies far away from the median (29) of the distribution of the age variable as observed in Figure S3 of the Supplementary Materials.…”
Section: Pima Indians Diabetes Studymentioning
confidence: 99%
“…Theory predicts that thresholds might demarcate changes in dispersal behavior (Lookingbill et al 2010, Hovestadt et al 2014, and in this system, the number of offspring occupying the maternal web might reach a threshold level triggering dispersal. We therefore tested for the presence of threshold effects in population parameters (number of juveniles emerging from the sac and the number of older siblings remaining in the web) using the 'chngpt.test' function in the 'chngpt' package in R (Fong et al 2017). We tested for a 'segmented' threshold (whether slopes change before and after the change point) using a maximum likelihood ratio statistic (Fong et al 2017).…”
Section: Analysesmentioning
confidence: 99%
“…We therefore tested for the presence of threshold effects in population parameters (number of juveniles emerging from the sac and the number of older siblings remaining in the web) using the 'chngpt.test' function in the 'chngpt' package in R (Fong et al 2017). We tested for a 'segmented' threshold (whether slopes change before and after the change point) using a maximum likelihood ratio statistic (Fong et al 2017). We included the same explanatory variables tested as fixed effects above as covariates for the threshold analysis.…”
Section: Analysesmentioning
confidence: 99%