Curvatures for parameter subsets in nonlinear regression

DOI10.1214/AOS/1176350166MaRDI QIDQ1106592zbMATH OpenOpenAlexFDO

Authors R. Dennis Cook, Miriam L. Goldberg

Publication date 1986

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176350166

zbMATH Keywords

Bates-Watts measuresintrinsic curvaturelikelihood functionlinearization-based approximate confidence intervalsnormal, nonlinear regression modelparameter-effects curvature arrayrelative curvature measures of nonlinearity

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) General nonlinear regression (62J02)

Review text

The relative curvature measures of nonlinearity proposed by \textit{D. M. Bates} and \textit{D. G. Watts} [J. R. Stat. Soc., Ser. B 42, 1-25 (1980; Zbl 0455.62028)] are extended to an arbitrary subset of the parameters in a normal, nonlinear regression model. In particular, the subset curvatures proposed indicate the validity of linearization-based approximate confidence intervals for single parameters. The derivation produces the original Bates-Watts measures directly from the likelihood function. When the intrinsic curvature is negligible, the Bates-Watts parameter-effects curvature array contains all information necessary to construct curvature measures for parameter subsets.

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