Threshold Regression Estimation via Lasso, Elastic-Net, and Lad-Lasso: A Simulation Study with Applications to Urban Traffic Data

abstract: Threshold regression is used to model regime switching dynamics where the effects of the explanatory variables in predicting the response variable depend on whether a certain threshold has been crossed. When regime-switching dynamics are present, new estimation problems arise related to es...

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Bibliographic Details
Other Authors: van Schaijik, Maria (Author)
Format: Dissertation
Language:English
Published: 2015
Subjects:
Online Access:http://hdl.handle.net/2286/R.I.34801