Reparameterization of weakly nonlinear regression models with constraints

2016 ◽  
Vol 66 (3) ◽  
Author(s):  
Lubomír Kubáček ◽  
Gejza Wimmer

AbstractThere are several ways how to redefine the Bates and Watts curvatures in models with constraints. One of possible approaches is based on a reparametrization of models. It enables us to construct linearization regions for the bias of parameter estimators, for the confidence regions, etc., in an easy way.

2016 ◽  
Vol 66 (1) ◽  
Author(s):  
Lubomír Kubáček

AbstractIt is rather complicated to construct the confidence region in nonlinear regression model mainly when number of parameters is large. If the nonlinearity of the model is weak, then it is possible, after some modification, to approximate the confidence region by a confidence ellipsoid in the linearized model. The aim of the paper is to propose a solution in singular models with constraints.


2015 ◽  
Vol 65 (2) ◽  
Author(s):  
Lubomír Kubáček

AbstractWeakly nonlinear hypothesis on parameters in nonlinear regression models can be tested by methods of linear statistical models in some cases. Certain conditions must be satisfied. The aim of the paper is to find them for models without/with constraints on parameters.


2010 ◽  
Vol 67 (2) ◽  
pp. 218-222 ◽  
Author(s):  
Lídia Raquel de Carvalho ◽  
Sheila Zambello de Pinho ◽  
Martha Maria Mischan

In biologic experiments, in which growth curves are adjusted to sample data, treatments applied to the experimental material can affect the parameter estimates. In these cases the interest is to compare the growth functions, in order to distinguish treatments. Three methods that verify the equality of parameters in nonlinear regression models were compared: (i) developed by Carvalho in 1996, performing ANOVA on estimates of parameters of individual fits; (ii) suggested by Regazzi in 2003, using the likelihood ratio method; and (iii) constructing a pooled variance from individual variances. The parametric tests, F and Tukey, were employed when the parameter estimators were near to present the properties of linear model estimators, that is, unbiasedness, normal distribution and minimum variance. The first and second methods presented similar results, but the third method is simpler in calculations and uses all information contained in the original data.


2015 ◽  
Vol 65 (5) ◽  
Author(s):  
Lubomír Kubáček

AbstractA linearization of nonlinear regression models is frequently used in practice. A recognition whether it can be done need some additional investigation. Some problems occur when constraints are involved in the model mainly when the model is singular. One possible solution is given in the paper.


Sign in / Sign up

Export Citation Format

Share Document