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We propose a new model averaging approach to investigate segment regression models with multiple threshold variables and multiple structural breaks. We first fit a series of models, each with a single threshold variable and multiple breaks over its domain, using a two‐stage change point detection method. Then these models are combined together to produce a weighted ensemble through a frequentist model...
Diagnostic accuracy studies have progressed in the past decade to consider survival outcomes beyond the traditional dichotomous outcome. Another recent advance is the appearance of novel measures for diagnostic accuracy improvement by adding new markers. In this paper we attempt to integrate these two evolving areas and contribute a discussion on assessing diagnostic accuracy improvement for censored...
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