How to deal with regression models with a weak nonlinearity

• Autorzy: Eva Tesaríková , Lubomír Kubáček
• Języki publikacji: EN

Abstrakty

EN

If a nonlinear regression model is linearized in a non-sufficient small neighbourhood of the actual parameter, then all statistical inferences may be deteriorated. Some criteria how to recognize this are already developed. The aim of the paper is to demonstrate the behaviour of the program for utilization of these criteria.

Słowa kluczowe

EN

nonlinear regression model; criteria of linearization; demo program

Kategorie tematyczne

• 62J05: Linear regression
• 62J02: General nonlinear regression

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2001
• Tom: 21
• Numer: 1
• Strony: 21-48

Daty

wydano

2001

otrzymano

2000-09-13

Twórcy

autor

Eva Tesaríková

• Department of Algebra and Geometry, Faculty of Science, Palacký University, Tomkova 40, CZ-779 00 Olomouc

autor

Lubomír Kubáček

• Department of Mathematical Analysis and Applied Mathematics, Faculty of Science, Palacký University, Tomkova 40, CZ-779 00 Olomouc

Bibliografia

• [1] D.M. Bates and D.G. Watts, Relative curvature measure of nonlinearity (with discussion), Journal of the Royal Statistical Society, Ser. B. 42 (1), 1980, 1-25.
• [2] D.M. Bates and D.G. Watts, Nonlinear Regression Analysis and Its Applications, J. Wiley, N. York, Chichester, Brisbane, Toronto, Singapure 1988.
• [3] A. Jencová, A comparison of linearization and quadratization domains, Applications of Mathematics 42 (1997), 279-291.
• [4] L. Kubáček, On a linearization of regression models, Applications of Mathematics 40 (1995), 61-78.
• [5] L. Kubáček, Models with a low nonlinearity, Tatra Mountains Math. Publ. 7 (1996), 149-155.
• [6] L. Kubáček, Quadratic regression models Math. Slovaca 46 (1996), 111-126.
• [7] L. Kubáček and L. Kubácková, Regression Models with a weak Nonlinearity, Technical Reports, Department of Geodesy, University of Stuttgart (1998), 1-67.
• [8] A. Pázman, Nonlinear Statistical Models, Kluwer Academic Publishers, Dordrecht-Boston-London 1993.

Identyfikatory

DOI

10.7151/dmps.1018