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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| Format: | Dissertation |
| Language: | English |
| Published: |
2015
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| Online Access: | http://hdl.handle.net/2286/R.I.34801 |