Parametric estimation of the regression function in a nonlinear model. (Estimación paramétrica de la función de regresión en un modelo no lineal.)
The theory of pivotal inference applies when parameters are defined by reference to their effect on observations rather than their effect on distributions. It is shown that pivotal inference embraces both Bayesian and frequentist reasoning.
Bayesian posterior odds ratios for frequently encountered hypotheses about parameters of the normal linear multiple regression model are derived and discussed. For the particular prior distributions utilized, it is found that the posterior odds ratios can be well approximated by functions that are monotonic in usual sampling theory F statistics. Some implications of these finding and the relation of our work to the pioneering work of Jeffreys and others are considered. Tabulations of odd ratios...