非线性回归中的偏误

Bias in Nonlinear Regression

Biometrika · 1986
被引 7
ABS 4

中文导读

研究了正态非线性回归模型中残差和最大似然参数估计的偏误,重点分析部分非线性模型、单个案例对偏误的影响、偏误如何影响标准诊断方法以及偏误与曲率的关系。

Abstract

We investigate the biases of the residuals and maximum likelihood parameter estimates from normal nonlinear regression models. Emphasis is placed on a class of partially nonlinear models, on the role of individual cases in determining bias, on how bias affects standard diagnostic methods, and on the relationship between bias and curvature.

计量经济学统计学非线性回归最大似然估计