Data-driven choice of a model selection method in joinpoint regression

Hyune Ju Kim, Huann Sheng Chen, Douglas Midthune, Bill Wheeler, Dennis W. Buckman, Donald Green, Jeffrey Byrne, Jun Luo, Eric J. Feuer

Research output: Contribution to journalArticlepeer-review

5 Scopus citations


Selecting the number of change points in segmented line regression is an important problem in trend analysis, and there have been various approaches proposed in the literature. We first study the empirical properties of several model selection procedures and propose a new method based on two Schwarz type criteria, a classical Bayes Information Criterion (BIC) and the one with a harsher penalty than BIC ((Formula presented.)). The proposed rule is designed to use the former when effect sizes are small and the latter when the effect sizes are large and employs the partial (Formula presented.) to determine the weight between BIC and (Formula presented.). The proposed method is computationally much more efficient than the permutation test procedure that has been the default method of Joinpoint software developed for cancer trend analysis, and its satisfactory performance is observed in our simulation study. Simulations indicate that the proposed method performs well in keeping the probability of correct selection at least as large as that of (Formula presented.), whose performance is comparable to that of the permutation test procedure, and improves (Formula presented.) when it performs worse than (Formula presented.) The proposed method is applied to the U.S. prostate cancer incidence and mortality rates.

Original languageEnglish (US)
Pages (from-to)1992-2013
Number of pages22
JournalJournal of Applied Statistics
Issue number9
StatePublished - 2023


  • Bayesian information criterion
  • change-point
  • probability of correct selection
  • segmented line regression
  • weighted

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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