Some Algorithms for Linear Spline and Piecewise Multiple Linear Regression

Abstract This paper develops some efficient algorithms for linear spline and piecewise multiple linear regression. A plotting procedure that shows the existence and location of changes in linear regression models is developed as an adjunct to one of the algorithms. The algorithms are compared with other presently available algorithms both in terms of efficiency and in terms of performance on sets of artificial data. An example shows how the algorithms, implemented in portable FORTRAN IV, can be used profitably in the analysis of data.