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December, 1986 Curvatures for Parameter Subsets in Nonlinear Regression
R. Dennis Cook, Miriam L. Goldberg
Ann. Statist. 14(4): 1399-1418 (December, 1986). DOI: 10.1214/aos/1176350166

Abstract

The relative curvature measures of nonlinearity proposed by Bates and Watts (1980) are extended to an arbitrary subset of the parameters in a normal, nonlinear regression model. In particular, the subset curvatures proposed indicate the validity of linearization-based approximate confidence intervals for single parameters. The derivation produces the original Bates-Watts measures directly from the likelihood function. When the intrinsic curvature is negligible, the Bates-Watts parameter-effects curvature array contains all information necessary to construct curvature measures for parameter subsets.

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R. Dennis Cook. Miriam L. Goldberg. "Curvatures for Parameter Subsets in Nonlinear Regression." Ann. Statist. 14 (4) 1399 - 1418, December, 1986. https://doi.org/10.1214/aos/1176350166

Information

Published: December, 1986
First available in Project Euclid: 12 April 2007

zbMATH: 0651.62060
MathSciNet: MR868308
Digital Object Identifier: 10.1214/aos/1176350166

Subjects:
Primary: 62J02
Secondary: 62F25

Rights: Copyright © 1986 Institute of Mathematical Statistics

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Vol.14 • No. 4 • December, 1986
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