Algorithm 717: Subroutines for maximum likelihood and quasi-likelihood estimation of parameters in nonlinear regression models

1993 ◽  
Vol 19 (1) ◽  
pp. 109-130 ◽  
Author(s):  
David S. Bunch ◽  
David M. Gay ◽  
Roy E. Welsch
2000 ◽  
Vol 46 (4) ◽  
pp. 317-328 ◽  
Author(s):  
Gauss M. Cordeiro ◽  
Silvia L.P. Ferrari ◽  
Miguel A. Uribe-Opazo ◽  
Klaus L.P. Vasconcellos

2014 ◽  
Vol 2014 ◽  
pp. 1-12 ◽  
Author(s):  
Pierre Nguimkeu

This paper proposes an improved likelihood-based method to test for first-order moving average in the disturbances of nonlinear regression models. The proposed method has a third-order distributional accuracy which makes it particularly attractive for inference in small sample sizes models. Compared to the commonly used first-order methods such as likelihood ratio and Wald tests which rely on large samples and asymptotic properties of the maximum likelihood estimation, the proposed method has remarkable accuracy. Monte Carlo simulations are provided to show how the proposed method outperforms the existing ones. Two empirical examples including a power regression model of aggregate consumption and a Gompertz growth model of mobile cellular usage in the US are presented to illustrate the implementation and usefulness of the proposed method in practice.


1997 ◽  
Vol 54 (4) ◽  
pp. 890-897 ◽  
Author(s):  
W R Gould ◽  
K H Pollock

The relative ease with which linear regression models are understood explains the popularity of such techniques in estimating population size with catch-effort data. However, the development and use of the regression models require assumptions and approximations that may not accurately reflect reality. We present the model development necessary for maximum likelihood estimation of parameters from catch-effort data using the program SURVIV, the primary intent being to present biologists with a vehicle for producing maximum likelihood estimates in lieu of using the traditional regression techniques. The differences between the regression approaches and maximum likelihood estimation will be illustrated with an example of commercial fishery catch-effort data and through simulation. Our results indicate that maximum likelihood estimation consistently provides less biased and more precise estimates than the regression methods and allows for greater model flexibility necessary in many circumstances. We recommend the use of maximum likelihood estimation in future catch-effort studies.


2018 ◽  
Vol 7 (4.10) ◽  
pp. 995
Author(s):  
B. Mahaboob ◽  
J. PeterPraveen ◽  
J. Ravi Sankar ◽  
B. Venkateswarlu ◽  
C. Narayana

The main objective of this article is to specify a nonlinear regression model, formulate the assumptions on them and aquire its linear pseudo model. A model may be considered a mathematical description of a physical, chemical or biological state or process. Many models used in applied mathematics and Mathematical statistics are nonlinear in nature one of the major topics in the literature of theoretical and applied mathematics is the estimation of parameters of nonlinear regression models. A perfect model may have to many parameters to be useful. Nonlinear regression models have been intensively studied in the last three decades. Junxiong Lin et.al [1] , in their paper, compared best –fit equations of linear and nonlinear  forms of two widely used kinetic models, namely pseudo-first order and pseudo=second-order equations. K. Vasanth kumar [2], in his paper, proposed five distinct models of second order pseudo expression and examined a comparative study between method of least squares for linear regression models and a trial and error nonlinear regression procedures of deriving pseudo second order rare kinetic parameters. Michael G.B. Blum et.al [3] proposed a new method which fits a nonlinear conditional heteroscedastic regression of the parameter on the summary statistics and then adaptively improves estimation using importance sampling.  


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