A Study on Structural Change in the Multivariate Regression Model

다원회귀(多元回歸) MODEL에 있어서 구조변화(構造變化)에 관한 연구(硏究)

There are several approaches for dealing with the structural change in regression model, but by introducing a concept of Spline, the structural change can be expressed more clearly. This makes it possible not only to know the location where the structural change happens and the total number, but also to derive posterior distribution from anterior-posterior distribution when the probability of the judgement anterior for entire combination was given to each model, by which, the model that has the highest posterior probability is the method which realizes the structural change. The purpose of this study is to find a peculiarity of the posterior probability on the occasion of anterior information acquired and of not acquired with Baysian approach.