![]() ![]() This is because it is difficult to differentiate between autocorrelation and joinpoints in a model. For example we see in Table IV (b) with φ = 0, the power goes from 90% to 68%. We also found that if there was no autocorrelation then the adjustment seriously affected the power of the test to detect joinpoints. We found in our simulations in Table IV of that paper that adjusting for autocorrelation was helpful in maintaining proper size of the tests of joinpoints when there was large autocorrelation. Under this option, the autocorrelation parameter is estimated for the model with the default maximum number of joinpoints or the maximum number of joinpoints set by a user.Īlthough the autocorrelation may be estimated from the data, correcting for autocorrelation with this estimate may seriously reduce the power to detect joinpoints (see Section 3 of Kim et al. ![]() If you select "Fit an autocorrelated errors model based on the data", the autocorrelation parameter will be estimated separately for each by-group using the method described in Section 2.3 of Kim et al. Yes, starting with Version 3.5, the software can estimate the autocorrelation parameter.
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