Title:
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On parameter-effects arrays in non-linear regression models (English) |
Author:
|
Potocký, Rastislav |
Author:
|
To, Van Ban |
Language:
|
English |
Journal:
|
Applications of Mathematics |
ISSN:
|
0862-7940 (print) |
ISSN:
|
1572-9109 (online) |
Volume:
|
38 |
Issue:
|
2 |
Year:
|
1993 |
Pages:
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123-132 |
Summary lang:
|
English |
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Category:
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math |
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Summary:
|
Formulas for a new three- and four-dimensional parameter-effects arrays corresponding to transformations of parameters in non-linear regression models are given. These formulae make the construction of the confidence regions for parameters easier. An example is presented which shows that some care is necessary when a new array is computed. (English) |
Keyword:
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nonlinear regression model |
Keyword:
|
parameter-effects arrays |
Keyword:
|
confidence region |
Keyword:
|
three-dimensional parameter effects |
Keyword:
|
Bates-Watts array |
Keyword:
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four-dimensional parameter-effects arrays |
Keyword:
|
transformations of parameters |
MSC:
|
62J02 |
idZBL:
|
Zbl 0774.62065 |
idMR:
|
MR1202748 |
DOI:
|
10.21136/AM.1993.104539 |
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Date available:
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2008-05-20T18:45:12Z |
Last updated:
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2020-07-28 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/104539 |
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Reference:
|
[1] Bates D. M., Watts D. G.: Relative curvature measure of nonlinearity.Journal of the Royal Statistical Society (1980), 1-25. MR 0567196 |
Reference:
|
[2] Bates D. M., Watts D. G.: Parameter transformations for improved approximate confidence regions in nonlinear least squares.The Annals of Statistics 9 (1981), 1152-1162. Zbl 0493.62060, MR 0630099, 10.1214/aos/1176345633 |
Reference:
|
[3] Clarke G. P. I.: Marginal curvatures and their usefulness in the analysis of nonlinear regression models.Journal of the American Statistical Association 82 (1987), 844-850. Zbl 0623.62062, MR 0909991, 10.1080/01621459.1987.10478507 |
Reference:
|
[4] Cook R. D., Goldberg M. L.: Curvatures for parameter subsets in nonlinear regression.The Annals of Statistics 14 (1986), 1399-1418. Zbl 0651.62060, MR 0868308, 10.1214/aos/1176350166 |
Reference:
|
[5] Cook R. D., Witmer J. A.: .J. Amer. Statist. Assoc. 80 (1985), 872-878. MR 0819586 |
Reference:
|
[6] Hoogaard P.: Parameter transformations in multiparameter nonlinear regression models.University of Copenhagen, Institute of Mathematical Statistics, 1984, Preprint No. 2. |
Reference:
|
[7] Potocký R., Van Ban T.: Confidence regions in non-linear regression models.Applications of Mathematics 57 (1992), 29-39. |
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