Curvatures for parameter subsets in nonlinear regression (Q1106592)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Curvatures for parameter subsets in nonlinear regression |
scientific article |
Statements
Curvatures for parameter subsets in nonlinear regression (English)
0 references
1986
0 references
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.
0 references
relative curvature measures of nonlinearity
0 references
normal, nonlinear regression model
0 references
linearization-based approximate confidence intervals
0 references
Bates-Watts measures
0 references
likelihood function
0 references
intrinsic curvature
0 references
parameter-effects curvature array
0 references