Accounting for intrinsic nonlinearity in nonlinear regression parameter inference regions (Q792722)

Joint confidence and likelihood regions for the parameters in nonlinear regression models can be defined using the geometric concepts of sample space and solution locus. Using a quadratic approximation to the solution locus, instead of the usual linear approximation, it is shown that these inference regions correspond to ellipsoids on the tangent plane at the least squares point (From the authors' summary).