Foundation for nonlinear models with thresholds for longitudinal data.

Threshold models first appeared in the literature nearly half a century ago. Threshold segments have been added to many commonly used forms of models from linear models and generalized linear models through mixed models for the analysis of cross-sectional data. Nonlinear models with thresholds for cross-sectional data are less prevalent in the literature. Nonlinear models with thresholds for longitudinal data are new. The historical developments leading to this point are reviewed as a means of introducing terms necessary for discussing features of these newer models. Nonlinear models for longitudinal data with thresholds are presented and discussed.