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linear piecewise regression model


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A model that describes the situation where the graph relating the expectation of the random variable Y and the variable x is linear for xx0 and is also linear for xx0 but with a different slope. For example,

E(Y)=α+β1x,         xx0,

E(Y)={α+(β1-β2)x0}+β2x, xx0.

Subjects: Probability and Statistics.


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