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초록
Bates and Watts (1981) have discussed the problems of reparameterizing nonlinear models in obtaining accurate linear approximation confidence regions for the parameters. A similar problem exists with computing confidence curves for fitted values or predictions. The statistical behavior of fitted values does not depend on the parameterization. Thus, as long as the intrinsic curvature is small, standard Wald intervalsfor fitted values are likely to be sufficient. Accuracy of linear approximation for fitted values is investigated using confidence curves.
키워드
Confidence curves; fitted values; intrinsic curvature; likelihood confidence region; parameter-effects curvature; subset curvature; Wald confidence region
- 제목
- Accuracy of linear approximation for fitted values in nonlinear regression
- 제목 (타언어)
- Accuracy of linear approximation for fitted values in nonlinear regression
- 저자
- 강명욱
- 발행일
- 2013-01
- 저널명
- 한국데이터정보과학회지
- 권
- 24
- 호
- 1
- 페이지
- 179 ~ 187