๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Prediction Intervals in Nonlinear Regression

โœ Scribed by Dr. A. H. Pooi

Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
484 KB
Volume
33
Category
Article
ISSN
0323-3847

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โœฆ Synopsis

By treating the nonlinear model as if it were linear in the parameterization 8 in the neighbourhood of the least squares estimate 8, we construct two-sided nominally-q-prediction intervals by applying the usual linear model theory. The derivation of the truncated series expansion of the expected coverage of the prediction intervals a t a feasible value of the parameter vector is described. The quadratic approximation of the expected coverage is then obtained for a two-parameter nonlinear model. Finally we show how we may construct the prediction intervak when a certain type of nonlinear transformation of the parameter vector has been applied.

๐Ÿ“œ SIMILAR VOLUMES

Confidence intervals for nonlinear regre
Confidence intervals for nonlinear regression extrapolation
โœ Alexey L. Pomerantsev ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 138 KB

The various methods of confidence intervals construction for nonlinear regression are considered. The new method named ลฝ . by a method of associated simulation the AS-method is proposed. Using computerized simulation, it is shown on the example that only two methods, the bootstrap and the AS-method,