Confidence regions in nonlinear regression models

Rastislav Potocký; Van Ban To

Applications of Mathematics (1992)

  • Volume: 37, Issue: 1, page 29-39
  • ISSN: 0862-7940

Abstract

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New curvature measures for nonlinear regression models are developed and methods of their computing are given. Using these measures, more accurate confidence regions for parameters than those based on linear or quadratic approximations are obtained.

How to cite

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Potocký, Rastislav, and To, Van Ban. "Confidence regions in nonlinear regression models." Applications of Mathematics 37.1 (1992): 29-39. <http://eudml.org/doc/15698>.

@article{Potocký1992,
abstract = {New curvature measures for nonlinear regression models are developed and methods of their computing are given. Using these measures, more accurate confidence regions for parameters than those based on linear or quadratic approximations are obtained.},
author = {Potocký, Rastislav, To, Van Ban},
journal = {Applications of Mathematics},
keywords = {nonlinear regression; confidence regions; weak intrinsic and weak parameter-effects curvatures; linear approximation; curvature measures; quadratic approximations; likelihood ratios; weak parameter-effects curvatures; weak intrinsic curvatures; linear approximation; curvature measures; confidence regions; quadratic approximations; likelihood ratios},
language = {eng},
number = {1},
pages = {29-39},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Confidence regions in nonlinear regression models},
url = {http://eudml.org/doc/15698},
volume = {37},
year = {1992},
}

TY - JOUR
AU - Potocký, Rastislav
AU - To, Van Ban
TI - Confidence regions in nonlinear regression models
JO - Applications of Mathematics
PY - 1992
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 37
IS - 1
SP - 29
EP - 39
AB - New curvature measures for nonlinear regression models are developed and methods of their computing are given. Using these measures, more accurate confidence regions for parameters than those based on linear or quadratic approximations are obtained.
LA - eng
KW - nonlinear regression; confidence regions; weak intrinsic and weak parameter-effects curvatures; linear approximation; curvature measures; quadratic approximations; likelihood ratios; weak parameter-effects curvatures; weak intrinsic curvatures; linear approximation; curvature measures; confidence regions; quadratic approximations; likelihood ratios
UR - http://eudml.org/doc/15698
ER -

References

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  1. D. M. Bates D. G. Watts, Relative curvature measures of nonlinearity, Journal of the Royal Statistical Society, Ser. B 42 (1980), 1-25. (1980) MR0567196
  2. D. M. Bates D. G. Watts, 10.1214/aos/1176345633, The Annals of Statistics 9 (1981), 1152-1167. (1981) MR0630099DOI10.1214/aos/1176345633
  3. G. E. P. Box G. A. Coutie, Application of digital computers in the exploration of functional relationships, Proc. I.E.E. 103 no. 1, part B, suppl. (1956), 100-107. (1956) MR0094906
  4. G. P. I. Clarke, 10.1080/01621459.1987.10478507, Journal of the American Statistical Association 82 (1987), 844-850. (1987) Zbl0623.62062MR0909991DOI10.1080/01621459.1987.10478507
  5. R. D. Cook M. L. Goldberg, 10.1214/aos/1176350166, The Annals of Statistics 14 (1986), 1399-1418. (1986) MR0868308DOI10.1214/aos/1176350166
  6. R. D. Cook J. A. Witmer, 10.1080/01621459.1985.10478196, Journal of the American Statistical Association 80 (1985), 872-878. (1985) MR0819586DOI10.1080/01621459.1985.10478196
  7. A. R. Gallant, Nonlinear regression, The American Statistician 29 (1975), 73-81. (1975) Zbl0328.62043MR0373177
  8. D. C. Hamilton D. G. Watts D. M. Bates, Accounting for intrinsic nonlinearity in nonlinear regression parameter inference regions, The Annals of Statistics 10(1982), 386-393. (1982) MR0653514

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