关于参数效应曲率的一个注记

A Note on Parameter-Effects Curvature

Journal of the American Statistical Association · 1985
被引 8
ABS 4

中文导读

本文检验了Bates和Watts提出的参数效应曲率度量,在增长模型和Fieller-Creasy问题中构造精确置信区域并与线性近似区域比较,发现高曲率下增长模型吻合良好,而低曲率下Fieller-Creasy问题吻合较差。

Abstract

Abstract The parameter-effects curvature measure proposed by Bates and Watts (1980) is examined for a growth model and the Fieller-Creasy problem. Exact confidence regions are constructed and compared to linear approximation regions. For the growth model the agreement between the regions is good despite high curvature. In the Fieller—Creasy problem it is shown that the agreement can be quite poor despite low curvature.

计量经济学统计学非线性模型