Weakly nonlinear regression model with constraints I: nonlinear hypothesis

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

Abstrakty

EN

The problem considered is under which conditions in weakly nonlinear regression model with constraints I a weakly nonlinear hypothesis can be tested by linear methods. The aim of the paper is to find a region around the approximate value of the regression parameter with the following property. If we are certain that the actual value of the regression parameter is in this region, then the linear method of testing can be used without any significant deterioration of the inference.

Słowa kluczowe

EN

regression model with constraints; nonlinear hypothesis; linearization

Kategorie tematyczne

• 62J05: Linear regression
• 62F03: Hypothesis testing

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2005
• Tom: 25
• Numer: 1
• Strony: 115-133

Daty

wydano

2005

otrzymano

2005-04-27

Twórcy

autor

Lubomír Kubácek

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

autor

Eva Tesaríková

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

Bibliografia

• [1] D.M. Bates and D.G. Watts, Relative curvature measures of nonlinearity, J. Roy. Statist. Soc. Ser. B 42 (1980), 1-25.
• [2] L. Kubácek, L. Kubácková and J. Volaufová, Statistical Models with Linear Structures, Bratislava, Veda (Publishing House of Slovak Academy of Science) 1995.
• [3] L. Kubácek and L. Kubácková, Regression models with a weak nonlinearity, Technical Report Nr 1998.1 Univerity of Stuttgart, 1998, 1-64.
• [4] L. Kubácek and L. Kubácková, Statistics and Metrology (in Czech), Publishing House of Palacký University, Olomouc 2000.
• [5] L. Kubácek and L. Kubácková, Statistical problems of a determination of isobestic points, Folia Fa. Sci. Nat. Univ. Masarykianae Brunensis, Mathematica 11 (2002), 139-150.
• [6] L. Kubácek, Linearized model with constraints I, Application of Mathematics 48 (2003), 81-95.
• [7] A. Pázman, Nonlinear Statistical Models, Kluwer Academic Publisher, Dordrecht-Boston-London- and Ister Science Press, Bratislava 1988.
• [8] C.R. Rao, Linear Statistical Inference and Its Application, J. Wiley, New York-London-Sydney 1965.
• [9] C.R. Rao and S.K. Mitra, Generalized Inverse of Matrices and Its Applications, New York, J. Wiley 1971.
• [10] E. Tesaríková and L. Kubácek, A test in nonlinear regression models, (in Czech), Demoprogram, Department of Algebra and Geometry, Faculty of Science, Palacký University, Olomouc 2004.

Identyfikatory

DOI

10.7151/dmps.1065