Nonlinear Regression Analysis
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866916118283681792 |
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| author | Huang, Hsin-Hsiung He, Qing |
| author_facet | Huang, Hsin-Hsiung He, Qing |
| contents | Nonlinear regression analysis is a popular and important tool for scientists and engineers. In this article, we introduce theories and methods of nonlinear regression and its statistical inferences using the frequentist and Bayesian statistical modeling and computation. Least squares with the Gauss-Newton method is the most widely used approach to parameters estimation. Under the assumption of normally distributed errors, maximum likelihood estimation is equivalent to least squares estimation. The Wald confidence regions for parameters in a nonlinear regression model are affected by the curvatures in the mean function. Furthermore, we introduce the Newton-Raphson method and the generalized least squares method to deal with variance heterogeneity. Examples of simulation data analysis are provided to illustrate important properties of confidence regions and the statistical inferences using the nonlinear least squares estimation and Bayesian inference. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_05342 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Nonlinear Regression Analysis Huang, Hsin-Hsiung He, Qing Methodology Computation Nonlinear regression analysis is a popular and important tool for scientists and engineers. In this article, we introduce theories and methods of nonlinear regression and its statistical inferences using the frequentist and Bayesian statistical modeling and computation. Least squares with the Gauss-Newton method is the most widely used approach to parameters estimation. Under the assumption of normally distributed errors, maximum likelihood estimation is equivalent to least squares estimation. The Wald confidence regions for parameters in a nonlinear regression model are affected by the curvatures in the mean function. Furthermore, we introduce the Newton-Raphson method and the generalized least squares method to deal with variance heterogeneity. Examples of simulation data analysis are provided to illustrate important properties of confidence regions and the statistical inferences using the nonlinear least squares estimation and Bayesian inference. |
| title | Nonlinear Regression Analysis |
| topic | Methodology Computation |
| url | https://arxiv.org/abs/2402.05342 |