On the finite sample effects of nonlinear reparameterizations

DOI10.1080/07474939608800337zbMath0856.62006OpenAlexW3125239478MaRDI QIDQ4883724

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

mean squared errornonlinear transformationsnuisance parametersnonlinear modelspredictionsasymptotic theorysecond order bias

Mathematics Subject Classification ID

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

Related Items (1)

The Third-Order Bias of Nonlinear Estimators

Uses Software

• SAS/STAT

Cites Work

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• The \(n^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• Efficient instrumental variables estimation of nonlinear dependent processes
• On the Formulation of Wald Tests of Nonlinear Restrictions

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