Statistical inference in nonlinear regression under heteroscedasticity

Citations

SCOPUS

6

초록

Nonlinear regression models are commonly used in toxicology and pharmacology. When fitting nonlinear models for such data, one needs to pay attention to error variance structure in the model and the presence of possible outliers or influential observations. In this paper, an M-estimation based procedure is considered in heteroscedastic nonlinear regression models where the standard deviation is modeled by a nonlinear function. The methodology is illustrated using toxicological data. © 2011, Indian Statistical Institute.

키워드

Asymptotic normality; Dose-response study; Heteroscedasticity; Hill model; M-estimation procedure; Nonlinear regression model; Toxicology; Weighted M-estimator
제목
Statistical inference in nonlinear regression under heteroscedasticity
저자
Lim, Changwon; Sen, Pranab K.; Peddada, Shyamal D.
DOI
10.1007/s13571-011-0013-0
발행일
2010-11
유형
Article
저널명
Sankhya B
권
72
호
2
페이지
202 ~ 218