Is the Linear Threshold Good Enough? A Scale-Free Parameter and Adequacy Test for Curvature-Induced Threshold Displacement

RESUMO

Applied work often locates a threshold by linearizing a smooth function about a reference point and solving for the crossing. When the function is curved, the linear crossing can be substantively displaced even when standard errors are valid. We introduce the curvature-overstatement parameter $\Theta_{COT}=\log(|h_2^*|/|h_1^*|)$, the log ratio of second- to first-order threshold displacement. On the quadratic branch continuous with the linear solution, $|h_2^*/h_1^*|=2/(1+\sqrt{1-u})$, where $u=2qa/b^2$ is a dimensionless index formed from the local gap, slope, and curvature. Thus $\Theta_{COT}$ is scale-free, depends on the local parameters through one scalar, and has regular-domain range $(-\infty,\log 2)$, with boundary limit $\log 2$ at tangency. We derive regular asymptotic inference, characterize local-to-tangency and weak-slope failures, and give a remainder bound linking the second-order crossing to the true threshold. The main practical contribution is an adequacy test that can affirm that the linear threshold is accurate within a prespecified proportional tolerance, rather than treating failure to detect curvature as evidence of adequacy. Monte Carlo results confirm regular-case calibration, the predicted nonstandard behavior near tangency, and failure under weak slope, while bootstrap diagnostics identify regimes in which regular inference should not be used. COT therefore provides an effect-size scale, adequacy test, and diagnostics for deciding whether a first-order threshold is accurate enough to report.