On the finite sample effects of nonlinear reparameterizations

DOI10.1080/07474939608800337MaRDI QIDQ4883724zbMATH OpenOpenAlexFDO

Authors Paul Rilstone

Publication date 29 August 1996

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939608800337

zbMATH Keywords

asymptotic theorynuisance parametersmean squared errornonlinear modelsnonlinear transformationspredictionssecond order bias

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Applications of statistics to economics (62P20) Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12) Stochastic approximation (62L20)

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Cites work

• scientific article; zbMATH DE number 52652 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• Efficient instrumental variables estimation of nonlinear dependent processes
• On the Formulation of Wald Tests of Nonlinear Restrictions
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• The \(n^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator

Cited in

(4)

• On parameter transformations and interval estimation
• The Third-Order Bias of Nonlinear Estimators
• The Asymptotic Distribution of Nonlinear Regression Parameter Estimates: Improving the Approximation
• A computational trick for delta-method standard errors

Describes a project that uses

Uses Software

• SAS/STAT

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